-45.7%
TOST vs ZETA
+420.8%
-466.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.1% | +4.1% | +1.4% |
| 7D | -3.4% | +2.7% | -6.1% | -4.5% |
| 30D | -2.4% | +15.8% | -18.3% | -7.9% |
| 3M | +34.6% | +35.4% | -0.8% | +19.7% |
| 6M | +15.2% | +67.1% | -51.9% | -5.6% |
| YTD | -4.4% | +54.1% | -58.4% | -20.1% |
| 1Y | -17.4% | +67.8% | -85.2% | -33.7% |
| 3Y | +54.5% | +311.4% | -257.0% | -33.3% |
| All | -45.7% | +420.8% | -466.5% | -78.7% |
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