-8.5%
TOST vs ZM
+7.4%
-15.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | +10.3% | -7.0% | +17.2% | +12.4% |
| 3M | -3.3% | -15.2% | +11.9% | +1.4% |
| 6M | +37.8% | -16.8% | +54.6% | +44.3% |
| YTD | -2.8% | +5.4% | -8.1% | -6.0% |
| All | -8.5% | +7.4% | -15.8% | -11.6% |
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