-45.4%
TOST vs ZBH
-19.4%
-26.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.4% | -1.3% |
| 7D | -3.6% | -2.4% | -1.2% | -2.5% |
| 30D | +8.9% | +16.6% | -7.7% | +0.8% |
| 3M | -2.2% | +10.8% | -13.1% | -7.4% |
| 6M | +41.0% | +35.8% | +5.2% | +20.4% |
| YTD | -4.0% | +20.5% | -24.4% | -13.9% |
| 1Y | -9.6% | +22.7% | -32.3% | -19.9% |
| 3Y | +141.7% | +4.9% | +136.8% | +115.9% |
| 5Y | -29.5% | -12.8% | -16.7% | -30.1% |
| All | -45.4% | -19.4% | -26.1% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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