-44.4%
TOST vs Z
-67.9%
+23.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -1.7% |
| 7D | +4.0% | -5.2% | +9.2% | +6.2% |
| 30D | +11.1% | +5.7% | +5.3% | +6.8% |
| 3M | +0.8% | -8.7% | +9.6% | +3.4% |
| 6M | +38.8% | -26.0% | +64.8% | +57.7% |
| YTD | -2.1% | -55.0% | +53.0% | +43.0% |
| 1Y | -6.0% | -58.0% | +52.0% | +41.5% |
| 3Y | +149.8% | -15.2% | +165.0% | +135.1% |
| 5Y | -42.8% | -53.8% | +11.0% | -34.0% |
| All | -44.4% | -67.9% | +23.5% | -36.4% |
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