-60.7%
TROX vs SPY
+76.5%
-137.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.3% |
| 7D | -9.2% | -0.4% | -8.8% | -8.7% |
| 30D | -25.2% | -1.4% | -23.9% | -23.3% |
| 3M | -33.8% | +3.7% | -37.5% | -38.4% |
| 6M | -31.3% | +13.0% | -44.3% | -45.6% |
| YTD | +13.8% | +12.4% | +1.4% | -7.9% |
| 1Y | +1.2% | +18.5% | -17.3% | -25.0% |
| All | -60.7% | +76.5% | -137.2% | -86.2% |
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