+136.6%
TRST vs VT
+223.7%
-87.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -1.1% |
| 7D | +0.5% | +0.4% | +0.1% | +0.1% |
| 30D | +8.4% | -2.6% | +11.0% | +10.9% |
| 3M | +6.2% | -3.2% | +9.4% | +9.2% |
| 6M | +20.1% | +0.9% | +19.2% | +18.1% |
| YTD | +43.8% | +11.3% | +32.5% | +27.9% |
| 1Y | +53.3% | +14.0% | +39.3% | +33.1% |
| 3Y | +146.8% | +75.8% | +71.0% | +39.4% |
| 5Y | +107.3% | +57.8% | +49.5% | +29.1% |
| 10Y | +136.6% | +219.8% | -83.2% | -32.2% |
| All | +136.6% | +223.7% | -87.1% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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