+1,308.0%
TRST vs SPY
+3,015.5%
-1,707.5%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.5% |
| 7D | +1.4% | -0.6% | +2.0% | +1.8% |
| 30D | +8.6% | -3.7% | +12.3% | +12.2% |
| 3M | +7.2% | -2.7% | +9.9% | +9.6% |
| 6M | +20.3% | +2.2% | +18.1% | +17.1% |
| YTD | +44.1% | +10.8% | +33.2% | +29.6% |
| 1Y | +52.2% | +11.2% | +41.0% | +36.4% |
| 3Y | +148.6% | +76.5% | +72.1% | +43.5% |
| 5Y | +107.9% | +72.9% | +35.0% | +18.6% |
| 10Y | +129.1% | +304.8% | -175.7% | -41.1% |
| All | +1,308.0% | +3,015.5% | -1,707.5% | +56.3% |
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