+151.1%
TOST vs ZBRA
+58.5%
+92.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +2.6% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | +16.2% | -14.0% | +30.2% | +23.3% |
| 3M | -1.5% | -14.7% | +13.1% | +4.7% |
| 6M | +55.3% | +31.3% | +24.0% | +33.1% |
| YTD | -2.3% | +33.4% | -35.8% | -18.5% |
| 1Y | -5.5% | +34.1% | -39.7% | -21.4% |
| 3Y | +151.1% | +59.9% | +91.2% | +62.6% |
| All | +151.1% | +58.5% | +92.6% | +62.6% |
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