-99.8%
DTSS vs VT
+151.4%
-251.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.3% | -7.8% | -7.9% |
| 7D | -6.6% | +2.4% | -9.0% | -8.5% |
| 30D | -3.3% | -1.5% | -1.8% | -2.4% |
| 3M | -29.7% | -4.1% | -25.6% | -27.2% |
| 6M | -38.1% | +0.6% | -38.6% | -38.5% |
| YTD | -20.5% | +11.0% | -31.5% | -26.6% |
| 1Y | -69.6% | +13.3% | -82.9% | -72.3% |
| 3Y | -84.2% | +73.4% | -157.6% | -89.3% |
| 5Y | -98.3% | +57.4% | -155.8% | -98.8% |
| All | -99.8% | +151.4% | -251.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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