-17.4%
TOST vs ZM
+21.7%
-39.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -1.0% |
| 7D | -3.4% | +2.9% | -6.4% | -4.3% |
| 30D | -2.4% | +0.7% | -3.1% | -2.9% |
| 3M | +34.6% | -3.7% | +38.3% | +35.4% |
| 6M | +15.2% | +29.9% | -14.7% | +3.2% |
| YTD | -4.4% | +17.4% | -21.8% | -11.2% |
| 1Y | -17.4% | +22.4% | -39.8% | -22.9% |
| All | -17.4% | +21.7% | -39.1% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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