-48.6%
TOST vs ZBH
-30.1%
-18.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.6% | 0.0% |
| 7D | -5.4% | -4.7% | -0.7% | -3.2% |
| 30D | -5.7% | -4.5% | -1.2% | -3.6% |
| 3M | +30.1% | +7.6% | +22.5% | +25.3% |
| 6M | +11.9% | +0.3% | +11.6% | +10.8% |
| YTD | -9.5% | +4.5% | -14.1% | -12.8% |
| 1Y | -21.3% | -9.4% | -11.9% | -19.5% |
| 3Y | +50.7% | -21.5% | +72.1% | +65.0% |
| All | -48.6% | -30.1% | -18.6% | -43.0% |
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