-45.7%
TOST vs ZBRA
-33.2%
-12.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.8% |
| 7D | -3.4% | +1.8% | -5.2% | -4.4% |
| 30D | -2.4% | -1.7% | -0.7% | -1.7% |
| 3M | +34.6% | +47.8% | -13.2% | +2.6% |
| 6M | +15.2% | +56.7% | -41.5% | -17.1% |
| YTD | -4.4% | +49.4% | -53.8% | -30.1% |
| 1Y | -17.4% | +16.5% | -34.0% | -29.0% |
| 3Y | +54.5% | +31.5% | +23.0% | +13.1% |
| All | -45.7% | -33.2% | -12.5% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling