-43.8%
TOST vs ZETA
+389.5%
-433.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.7% | +1.8% |
| 7D | +11.6% | -10.0% | +21.6% | +15.4% |
| 30D | +16.2% | -10.6% | +26.8% | +20.4% |
| 3M | +1.0% | +8.9% | -7.8% | -3.1% |
| 6M | +23.2% | +65.1% | -41.9% | +1.2% |
| YTD | -1.0% | +44.8% | -45.8% | -16.0% |
| 1Y | -9.9% | +47.8% | -57.7% | -24.4% |
| 3Y | +101.0% | +248.8% | -147.7% | -7.2% |
| 5Y | -40.4% | +220.3% | -260.7% | -75.3% |
| All | -43.8% | +389.5% | -433.3% | -77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling