-18.3%
TOST vs ZM
+14.8%
-33.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.8% | +2.9% | -0.4% |
| 7D | -0.9% | +1.6% | -2.5% | -1.5% |
| 30D | -3.5% | -7.7% | +4.3% | -1.0% |
| 3M | +38.1% | -4.7% | +42.8% | +39.2% |
| 6M | +9.9% | +24.4% | -14.5% | -0.2% |
| YTD | -6.3% | +11.8% | -18.0% | -11.6% |
| 1Y | -18.3% | +13.4% | -31.7% | -20.7% |
| All | -18.3% | +14.8% | -33.1% | -20.7% |
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