-45.4%
TOST vs ZETA
+526.9%
-572.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.6% | -8.8% | -3.7% |
| 7D | -3.6% | +18.8% | -22.3% | -9.4% |
| 30D | +8.9% | +12.6% | -3.7% | +4.0% |
| 3M | -2.2% | +29.5% | -31.7% | -11.6% |
| 6M | +41.0% | +128.6% | -87.6% | +3.3% |
| YTD | -4.0% | +85.5% | -89.4% | -25.2% |
| 1Y | -9.6% | +90.6% | -100.2% | -30.6% |
| 3Y | +141.7% | +358.0% | -216.3% | +1.1% |
| 5Y | -29.5% | +282.0% | -311.5% | -72.9% |
| All | -45.4% | +526.9% | -572.4% | -80.1% |
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