-45.4%
TOST vs ZBRA
-39.7%
-5.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -2.3% |
| 7D | -3.6% | -1.5% | -2.1% | -2.8% |
| 30D | +8.9% | -15.6% | +24.5% | +19.5% |
| 3M | -2.2% | -14.5% | +12.3% | +6.3% |
| 6M | +41.0% | +50.9% | -10.0% | +3.0% |
| YTD | -4.0% | +34.8% | -38.8% | -26.0% |
| 1Y | -9.6% | +28.3% | -37.9% | -28.0% |
| 3Y | +141.7% | +58.8% | +82.9% | +48.3% |
| 5Y | -29.5% | -44.0% | +14.5% | +15.1% |
| All | -45.4% | -39.7% | -5.7% | -18.2% |
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