+55.6%
TOST vs ZBRA
+35.0%
+20.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.6% |
| 7D | -3.4% | +1.8% | -5.2% | -4.2% |
| 30D | -2.4% | -1.7% | -0.7% | -1.8% |
| 3M | +34.6% | +47.8% | -13.2% | +9.9% |
| 6M | +15.2% | +56.7% | -41.5% | -9.9% |
| YTD | -4.4% | +49.4% | -53.8% | -24.2% |
| 1Y | -17.4% | +16.5% | -34.0% | -25.3% |
| All | +55.6% | +35.0% | +20.5% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling