+1,301.5%
TRST vs SPY
+3,056.6%
-1,755.1%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.7% |
| 7D | -0.3% | -0.9% | +0.6% | +0.4% |
| 30D | +6.7% | -2.4% | +9.1% | +8.9% |
| 3M | +4.2% | -1.2% | +5.3% | +4.9% |
| 6M | +21.1% | +3.3% | +17.8% | +16.7% |
| YTD | +43.4% | +12.3% | +31.1% | +27.4% |
| 1Y | +49.0% | +12.4% | +36.6% | +32.2% |
| 3Y | +147.4% | +78.8% | +68.6% | +41.1% |
| 5Y | +107.4% | +75.2% | +32.2% | +16.9% |
| 10Y | +106.0% | +311.1% | -205.1% | -47.8% |
| All | +1,301.5% | +3,056.6% | -1,755.1% | +53.7% |
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