-90.8%
DTSS vs SPY
+78.7%
-169.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.6% | +6.8% |
| 7D | +9.2% | +0.5% | +8.7% | +8.4% |
| 30D | -10.8% | -0.9% | -9.9% | -9.8% |
| 3M | -19.8% | +3.9% | -23.7% | -24.8% |
| 6M | -20.5% | +14.5% | -35.0% | -35.3% |
| YTD | +7.0% | +12.9% | -5.9% | -10.8% |
| 1Y | -66.3% | +19.4% | -85.7% | -74.0% |
| 3Y | -90.8% | +78.5% | -169.3% | -98.3% |
| All | -90.8% | +78.7% | -169.6% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling