-9.6%
TOST vs ZETA
+91.3%
-100.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.1% |
| 3M | -2.2% | +29.5% | -31.7% | -11.9% |
| 6M | +41.0% | +128.6% | -87.6% | -1.4% |
| YTD | -4.0% | +85.5% | -89.4% | -28.8% |
| 1Y | -9.6% | +90.6% | -100.2% | -33.5% |
| All | -9.6% | +91.3% | -100.9% | -33.5% |
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