-28.7%
TROX vs SPY
+318.9%
-347.6%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.2% |
| 7D | -5.9% | -2.0% | -4.0% | -2.6% |
| 30D | -28.2% | -1.7% | -26.5% | -26.0% |
| 3M | -35.3% | +4.7% | -40.0% | -40.5% |
| 6M | -31.7% | +12.5% | -44.2% | -44.6% |
| YTD | +12.4% | +11.7% | +0.7% | -6.8% |
| 1Y | -0.1% | +17.5% | -17.6% | -23.2% |
| 3Y | -61.2% | +76.6% | -137.8% | -84.7% |
| 5Y | -72.7% | +82.0% | -154.7% | -89.7% |
| All | -28.7% | +318.9% | -347.6% | -94.4% |
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