+151.1%
TOST vs ZBH
-0.3%
+151.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | 0.0% | -2.3% | +2.3% | +0.5% |
| 30D | +16.2% | +12.5% | +3.7% | +13.4% |
| 3M | -1.5% | +3.9% | -5.5% | -2.6% |
| 6M | +55.3% | +25.4% | +29.9% | +49.4% |
| YTD | -2.3% | +15.7% | -18.0% | -5.3% |
| 1Y | -5.5% | +15.2% | -20.7% | -8.3% |
| 3Y | +151.1% | +0.3% | +150.8% | +142.2% |
| All | +151.1% | -0.3% | +151.5% | +142.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling