-99.8%
DTSS vs SPY
+222.4%
-322.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +2.2% | -2.0% | +4.2% | +3.4% |
| 30D | -6.8% | -1.7% | -5.2% | -5.9% |
| 3M | -27.9% | +4.7% | -32.6% | -30.2% |
| 6M | -30.2% | +12.5% | -42.7% | -35.2% |
| YTD | +4.7% | +11.7% | -7.0% | -2.3% |
| 1Y | -69.6% | +17.5% | -87.0% | -72.4% |
| 3Y | -91.0% | +76.6% | -167.6% | -93.5% |
| 5Y | -97.8% | +82.0% | -179.8% | -98.4% |
| All | -99.8% | +222.4% | -322.2% | -99.8% |
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