-99.8%
DTSS vs VT
+145.1%
-244.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.4% | -2.2% |
| 7D | -14.3% | -4.2% | -10.1% | -11.3% |
| 30D | -14.8% | -5.8% | -9.0% | -10.7% |
| 3M | -35.3% | -5.2% | -30.0% | -32.2% |
| 6M | -38.6% | +0.1% | -38.8% | -38.7% |
| YTD | -17.4% | +8.2% | -25.7% | -22.1% |
| 1Y | -70.7% | +10.1% | -80.8% | -72.6% |
| 3Y | -83.5% | +69.7% | -153.1% | -88.5% |
| 5Y | -98.4% | +53.4% | -151.8% | -98.8% |
| All | -99.8% | +145.1% | -244.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling