-63.9%
TROX vs SPY
+307.0%
-370.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | +4.4% | +2.6% | +1.8% | -0.1% |
| 30D | -24.1% | -2.0% | -22.1% | -19.7% |
| 3M | -56.3% | -2.8% | -53.6% | -53.2% |
| 6M | -70.0% | +2.1% | -72.1% | -70.5% |
| YTD | -35.9% | +11.5% | -47.3% | -45.5% |
| 1Y | -22.9% | +13.5% | -36.4% | -36.2% |
| 3Y | -74.7% | +77.7% | -152.4% | -89.9% |
| 5Y | -87.1% | +72.6% | -159.7% | -94.5% |
| All | -63.9% | +307.0% | -370.9% | -97.3% |
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