+143.3%
TRST vs SPY
+312.5%
-169.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.4% |
| 7D | +1.0% | -0.4% | +1.3% | +1.3% |
| 30D | +5.8% | -1.4% | +7.2% | +7.1% |
| 3M | +7.3% | +3.7% | +3.6% | +3.5% |
| 6M | +33.0% | +13.0% | +20.0% | +18.3% |
| YTD | +42.2% | +12.4% | +29.8% | +27.0% |
| 1Y | +51.4% | +18.5% | +32.8% | +28.6% |
| 3Y | +134.9% | +77.6% | +57.3% | +36.0% |
| 5Y | +122.2% | +81.7% | +40.5% | +22.6% |
| 10Y | +143.3% | +319.7% | -176.3% | -53.3% |
| All | +143.3% | +312.5% | -169.2% | -53.3% |
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