-40.4%
TOST vs Z
-54.8%
+14.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -10.6% | +10.1% | +5.2% |
| 7D | +11.6% | -2.3% | +13.9% | +12.3% |
| 30D | +16.2% | +9.4% | +6.9% | +9.2% |
| 3M | +1.0% | -16.1% | +17.1% | +8.5% |
| 6M | +23.2% | -30.4% | +53.6% | +46.6% |
| YTD | -1.0% | -55.6% | +54.6% | +49.6% |
| 1Y | -9.9% | -58.5% | +48.6% | +40.7% |
| 3Y | +101.0% | -19.6% | +120.7% | +89.6% |
| 5Y | -40.4% | -54.1% | +13.7% | -24.7% |
| All | -40.4% | -54.8% | +14.4% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling