-40.6%
TOST vs ZBRA
-47.4%
+6.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +9.4% | -10.9% | +20.3% | +16.4% |
| 30D | +13.5% | -16.6% | +30.1% | +25.3% |
| 3M | -0.1% | -11.6% | +11.4% | +6.3% |
| 6M | +22.5% | +40.2% | -17.7% | -5.8% |
| YTD | -2.4% | +32.6% | -35.0% | -23.7% |
| 1Y | -4.7% | +24.7% | -29.4% | -22.5% |
| 3Y | +103.2% | +56.3% | +46.9% | +26.8% |
| All | -40.6% | -47.4% | +6.8% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling