-100.0%
TNXP vs SPY
+618.2%
-718.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -5.9% | +0.5% | -6.4% | -6.3% |
| 30D | +9.4% | -0.9% | +10.3% | +10.3% |
| 3M | +12.4% | +3.9% | +8.5% | +9.0% |
| 6M | -2.2% | +14.5% | -16.7% | -11.6% |
| YTD | -15.7% | +12.9% | -28.7% | -22.9% |
| 1Y | -48.0% | +19.4% | -67.3% | -54.2% |
| 3Y | -99.5% | +78.5% | -178.0% | -99.7% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +618.2% | -718.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling