+107.9%
TRST vs SPY
+72.2%
+35.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.7% |
| 30D | +8.6% | -3.7% | +12.3% | +11.0% |
| 3M | +7.2% | -2.7% | +9.9% | +8.8% |
| 6M | +20.3% | +2.2% | +18.1% | +18.3% |
| YTD | +44.1% | +10.8% | +33.2% | +34.3% |
| 1Y | +52.2% | +11.2% | +41.0% | +41.6% |
| 3Y | +148.6% | +76.5% | +72.1% | +77.2% |
| 5Y | +107.9% | +72.9% | +35.0% | +44.1% |
| All | +107.9% | +72.2% | +35.7% | +44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling