-44.4%
TOST vs ZBH
-18.7%
-25.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.0% |
| 7D | +4.0% | +11.3% | -7.2% | -1.5% |
| 30D | +11.1% | +21.5% | -10.5% | +0.8% |
| 3M | +0.8% | +12.5% | -11.7% | -5.1% |
| 6M | +38.8% | +32.3% | +6.5% | +20.1% |
| YTD | -2.1% | +21.4% | -23.5% | -12.6% |
| 1Y | -6.0% | +23.7% | -29.7% | -17.1% |
| 3Y | +149.8% | +7.0% | +142.7% | +119.8% |
| 5Y | -42.8% | -13.2% | -29.6% | -43.2% |
| All | -44.4% | -18.7% | -25.6% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling