-18.3%
TOST vs ZBH
-9.7%
-8.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.5% |
| 7D | -0.9% | -5.2% | +4.3% | -0.3% |
| 30D | -3.5% | -2.4% | -1.0% | -3.1% |
| 3M | +38.1% | +8.3% | +29.9% | +38.0% |
| 6M | +9.9% | +0.7% | +9.2% | +9.3% |
| YTD | -6.3% | +5.3% | -11.6% | -6.3% |
| 1Y | -18.3% | -9.1% | -9.2% | -23.1% |
| All | -18.3% | -9.7% | -8.6% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling