-44.4%
TOST vs ZBRA
-39.8%
-4.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.6% |
| 7D | +4.0% | -9.5% | +13.6% | +9.8% |
| 30D | +11.1% | -15.6% | +26.7% | +21.9% |
| 3M | +0.8% | -13.2% | +14.1% | +8.7% |
| 6M | +38.8% | +44.5% | -5.7% | +4.3% |
| YTD | -2.1% | +34.5% | -36.6% | -24.4% |
| 1Y | -6.0% | +25.9% | -31.9% | -24.1% |
| 3Y | +149.8% | +61.3% | +88.5% | +51.3% |
| 5Y | -42.8% | -45.2% | +2.4% | -3.8% |
| All | -44.4% | -39.8% | -4.5% | -16.5% |
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