+50.7%
TOST vs ZCMD
-100.0%
+150.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.1% | +7.6% | +0.5% |
| 7D | -5.4% | -5.4% | 0.0% | -5.4% |
| 30D | -5.7% | -24.8% | +19.1% | -5.8% |
| 3M | +30.1% | -62.8% | +92.9% | +30.6% |
| 6M | +11.9% | -99.5% | +111.4% | +12.9% |
| YTD | -9.5% | -99.8% | +90.2% | -8.5% |
| 1Y | -21.3% | -99.9% | +78.6% | -20.8% |
| 3Y | +50.7% | -100.0% | +150.6% | +48.6% |
| All | +50.7% | -100.0% | +150.6% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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