-47.4%
TROX vs SPY
+746.5%
-793.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.8% |
| 7D | -10.9% | +0.1% | -11.0% | -11.1% |
| 30D | -17.1% | +0.1% | -17.2% | -17.3% |
| 3M | -37.9% | +2.0% | -39.9% | -39.9% |
| 6M | -33.9% | +13.0% | -46.9% | -45.6% |
| YTD | +17.8% | +13.5% | +4.2% | -3.2% |
| 1Y | +19.2% | +20.0% | -0.7% | -9.3% |
| 3Y | -60.6% | +77.2% | -137.8% | -83.1% |
| 5Y | -71.1% | +81.9% | -153.0% | -87.9% |
| 10Y | -30.7% | +314.1% | -344.7% | -89.7% |
| All | -47.4% | +746.5% | -793.9% | -95.3% |
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 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