-40.6%
TOST vs Z
-55.4%
+14.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -0.1% |
| 7D | +9.4% | -4.6% | +14.0% | +11.6% |
| 30D | +13.5% | +8.3% | +5.2% | +7.2% |
| 3M | -0.1% | -11.6% | +11.5% | +4.4% |
| 6M | +22.5% | -33.6% | +56.1% | +49.7% |
| YTD | -2.4% | -56.7% | +54.3% | +49.5% |
| 1Y | -4.7% | -59.1% | +54.4% | +50.0% |
| 3Y | +103.2% | -20.4% | +123.6% | +92.1% |
| All | -40.6% | -55.4% | +14.8% | -22.3% |
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