-46.4%
TOST vs ZM
-64.6%
+18.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -4.7% | +10.0% | -14.7% | -10.5% |
| 30D | +8.5% | -0.5% | +9.0% | +7.9% |
| 3M | -1.6% | -7.1% | +5.5% | +1.0% |
| 6M | +44.1% | -5.1% | +49.2% | +43.5% |
| YTD | -5.6% | +13.2% | -18.8% | -18.7% |
| 1Y | -12.6% | +15.3% | -27.9% | -26.2% |
| 3Y | +137.6% | +57.4% | +80.1% | +51.9% |
| 5Y | -30.4% | -61.7% | +31.3% | +34.2% |
| All | -46.4% | -64.6% | +18.3% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling