-41.2%
TROO vs SPY
+78.7%
-119.9%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.7% | -5.9% |
| 7D | -10.3% | +0.5% | -10.8% | -10.6% |
| 30D | +7.7% | -0.9% | +8.6% | +8.3% |
| 3M | -7.5% | +3.9% | -11.4% | -9.4% |
| 6M | -21.6% | +14.5% | -36.2% | -25.3% |
| YTD | -34.4% | +12.9% | -47.3% | -37.0% |
| 1Y | +103.9% | +19.4% | +84.5% | +93.5% |
| 3Y | -41.2% | +78.5% | -119.6% | -45.5% |
| All | -41.2% | +78.7% | -119.9% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling