-17.4%
TOST vs ZETA
+68.7%
-86.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +1.6% |
| 7D | -3.4% | +2.7% | -6.1% | -4.7% |
| 30D | -2.4% | +15.8% | -18.3% | -8.8% |
| 3M | +34.6% | +35.4% | -0.8% | +16.8% |
| 6M | +15.2% | +67.1% | -51.9% | -9.8% |
| YTD | -4.4% | +54.1% | -58.4% | -23.7% |
| 1Y | -17.4% | +67.8% | -85.2% | -37.3% |
| All | -17.4% | +68.7% | -86.1% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 1y: compounded portfolio wealth divided by compounded ZETA 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…
1y analysis · Full analysis span regression · 6 months rolling