-69.9%
TROO vs SPY
+81.0%
-150.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.3% |
| 7D | -0.5% | -0.4% | -0.1% | -0.2% |
| 30D | +7.0% | -1.4% | +8.4% | +8.2% |
| 3M | -7.8% | +3.7% | -11.5% | -10.1% |
| 6M | -22.2% | +13.0% | -35.2% | -27.5% |
| YTD | -33.1% | +12.4% | -45.5% | -37.2% |
| 1Y | +109.8% | +18.5% | +91.3% | +90.2% |
| 3Y | -40.1% | +77.6% | -117.7% | -61.2% |
| 5Y | -69.9% | +81.7% | -151.6% | -80.8% |
| All | -69.9% | +81.0% | -150.9% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling