+103.2%
TOST vs Z
-21.1%
+124.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.3% |
| 7D | +9.4% | -4.6% | +14.0% | +11.1% |
| 30D | +13.5% | +8.3% | +5.2% | +8.6% |
| 3M | -0.1% | -11.6% | +11.5% | +3.6% |
| 6M | +22.5% | -33.6% | +56.1% | +43.9% |
| YTD | -2.4% | -56.7% | +54.3% | +36.3% |
| 1Y | -4.7% | -59.1% | +54.4% | +35.8% |
| 3Y | +103.2% | -20.4% | +123.6% | +99.2% |
| All | +103.2% | -21.1% | +124.3% | +99.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling