-46.4%
TOST vs Z
-69.8%
+23.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -0.5% |
| 7D | -4.7% | -4.9% | +0.3% | -2.3% |
| 30D | +8.5% | +3.0% | +5.5% | +5.7% |
| 3M | -1.6% | -13.4% | +11.8% | +3.6% |
| 6M | +44.1% | -27.3% | +71.4% | +64.9% |
| YTD | -5.6% | -57.8% | +52.2% | +42.2% |
| 1Y | -12.6% | -60.0% | +47.4% | +34.9% |
| 3Y | +137.6% | -21.5% | +159.1% | +132.7% |
| 5Y | -30.4% | -55.0% | +24.6% | -17.7% |
| All | -46.4% | -69.8% | +23.4% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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