-71.4%
TROX vs SPY
+731.1%
-802.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.6% |
| 7D | +4.4% | +2.6% | +1.8% | +0.3% |
| 30D | -24.1% | -2.0% | -22.1% | -20.0% |
| 3M | -56.3% | -2.8% | -53.6% | -53.4% |
| 6M | -70.0% | +2.1% | -72.1% | -70.4% |
| YTD | -35.9% | +11.5% | -47.3% | -44.7% |
| 1Y | -22.9% | +13.5% | -36.4% | -35.0% |
| 3Y | -74.7% | +77.7% | -152.4% | -89.0% |
| 5Y | -87.1% | +72.6% | -159.7% | -94.0% |
| 10Y | -64.4% | +308.2% | -372.5% | -94.5% |
| All | -71.4% | +731.1% | -802.5% | -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 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