-99.8%
DTSS vs SPY
+221.7%
-321.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.4% | -7.8% | -7.9% |
| 7D | -6.6% | +2.6% | -9.2% | -8.2% |
| 30D | -3.3% | -2.0% | -1.4% | -2.2% |
| 3M | -29.7% | -2.8% | -26.9% | -28.4% |
| 6M | -38.1% | +2.1% | -40.2% | -39.0% |
| YTD | -20.5% | +11.5% | -32.0% | -25.5% |
| 1Y | -69.6% | +13.5% | -83.1% | -71.8% |
| 3Y | -84.2% | +77.7% | -161.9% | -88.6% |
| 5Y | -98.3% | +72.6% | -171.0% | -98.8% |
| All | -99.8% | +221.7% | -321.6% | -99.9% |
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