-46.7%
TOST vs ZBRA
-35.1%
-11.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.3% |
| 7D | -0.9% | +2.6% | -3.5% | -2.4% |
| 30D | -3.5% | -6.4% | +2.9% | +0.2% |
| 3M | +38.1% | +51.3% | -13.1% | +3.6% |
| 6M | +9.9% | +60.5% | -50.6% | -22.2% |
| YTD | -6.3% | +45.2% | -51.4% | -30.3% |
| 1Y | -18.3% | +12.3% | -30.7% | -28.1% |
| 3Y | +59.7% | +37.5% | +22.2% | +12.1% |
| All | -46.7% | -35.1% | -11.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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