-5.5%
TOST vs ZETA
+81.4%
-87.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.1% | +4.0% |
| 7D | 0.0% | +18.1% | -18.1% | -5.7% |
| 30D | +16.2% | +13.6% | +2.6% | +10.7% |
| 3M | -1.5% | +23.7% | -25.3% | -9.8% |
| 6M | +55.3% | +128.5% | -73.2% | +8.4% |
| YTD | -2.3% | +80.1% | -82.4% | -26.9% |
| 1Y | -5.5% | +98.0% | -103.5% | -31.9% |
| All | -5.5% | +81.4% | -87.0% | -31.9% |
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