-45.7%
TOST vs ZCMD
-100.0%
+54.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.8% | 0.0% |
| 7D | -3.4% | -8.0% | +4.6% | -3.5% |
| 30D | -2.4% | -27.9% | +25.4% | -2.6% |
| 3M | +34.6% | -74.6% | +109.2% | +35.1% |
| 6M | +15.2% | -99.5% | +114.7% | +16.2% |
| YTD | -4.4% | -99.7% | +95.4% | -3.3% |
| 1Y | -17.4% | -99.9% | +82.5% | -16.7% |
| 3Y | +54.5% | -100.0% | +154.4% | +55.9% |
| All | -45.7% | -100.0% | +54.3% | -44.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling