-44.4%
TOST vs ZETA
+438.5%
-482.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.5% | -4.2% | -1.2% |
| 7D | +4.0% | +6.2% | -2.2% | +1.8% |
| 30D | +11.1% | -2.0% | +13.1% | +11.5% |
| 3M | +0.8% | +21.7% | -20.9% | -6.8% |
| 6M | +38.8% | +89.1% | -50.3% | +8.7% |
| YTD | -2.1% | +59.3% | -61.4% | -19.6% |
| 1Y | -6.0% | +66.2% | -72.2% | -24.3% |
| 3Y | +149.8% | +297.3% | -147.5% | +9.8% |
| 5Y | -42.8% | +227.5% | -270.2% | -76.8% |
| All | -44.4% | +438.5% | -482.9% | -78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling