+254.5%
DTM vs SPY
+88.7%
+165.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +5.3% | +2.6% | +2.7% | +3.6% |
| 30D | -2.9% | -2.0% | -0.9% | -1.7% |
| 3M | -10.5% | -2.8% | -7.8% | -9.0% |
| 6M | -16.9% | +2.1% | -19.0% | -18.5% |
| YTD | +2.0% | +11.5% | -9.5% | -6.1% |
| 1Y | +8.5% | +13.5% | -5.0% | -1.5% |
| 3Y | +142.0% | +77.7% | +64.3% | +57.0% |
| 5Y | +198.3% | +72.6% | +125.7% | +93.1% |
| All | +254.5% | +88.7% | +165.8% | +114.1% |
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 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