-20.7%
TOST vs ZBRA
+10.3%
-31.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.9% |
| 7D | -4.7% | -1.8% | -2.9% | -4.1% |
| 30D | -9.1% | -8.8% | -0.3% | -6.6% |
| 3M | +29.8% | +47.2% | -17.4% | +12.2% |
| 6M | +10.0% | +61.3% | -51.3% | -9.3% |
| YTD | -8.6% | +42.0% | -50.6% | -21.5% |
| 1Y | -20.7% | +10.5% | -31.2% | -22.7% |
| All | -20.7% | +10.3% | -31.0% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling