-97.7%
DTSS vs SPY
+81.0%
-178.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -0.7% |
| 7D | +4.8% | -0.4% | +5.2% | +5.2% |
| 30D | -4.3% | -1.4% | -2.9% | -3.0% |
| 3M | -24.8% | +3.7% | -28.5% | -28.3% |
| 6M | -16.3% | +13.0% | -29.3% | -27.3% |
| YTD | +5.8% | +12.4% | -6.6% | -7.3% |
| 1Y | -68.3% | +18.5% | -86.8% | -73.7% |
| 3Y | -91.0% | +77.6% | -168.6% | -95.3% |
| 5Y | -97.7% | +81.7% | -179.4% | -98.8% |
| All | -97.7% | +81.0% | -178.7% | -98.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling