-38.8%
TROO vs SPY
+318.9%
-357.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | -2.3% | -2.0% | -0.3% | -1.4% |
| 30D | +7.7% | -1.7% | +9.3% | +8.5% |
| 3M | -2.3% | +4.7% | -7.1% | -4.2% |
| 6M | -21.0% | +12.5% | -33.5% | -24.0% |
| YTD | -34.1% | +11.7% | -45.8% | -36.3% |
| 1Y | +71.5% | +17.5% | +54.1% | +62.5% |
| 3Y | -40.9% | +76.6% | -117.5% | -52.9% |
| 5Y | -65.9% | +82.0% | -147.9% | -73.2% |
| All | -38.8% | +318.9% | -357.7% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling