-92.0%
TROO vs SPY
+687.6%
-779.6%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | +13.7% | +0.1% | +13.7% | +13.7% |
| 3M | -35.1% | +2.0% | -37.1% | -35.1% |
| 6M | -21.4% | +13.0% | -34.4% | -23.7% |
| YTD | -30.0% | +13.5% | -43.5% | -32.0% |
| 1Y | +121.8% | +20.0% | +101.8% | +112.2% |
| 3Y | -40.4% | +77.2% | -117.6% | -49.1% |
| 5Y | -72.3% | +81.9% | -154.2% | -76.6% |
| 10Y | -32.3% | +314.1% | -346.4% | -50.4% |
| All | -92.0% | +687.6% | -779.6% | -95.0% |
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