+55.6%
TOST vs ZM
+38.4%
+17.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.2% | -1.4% |
| 7D | -3.4% | +2.9% | -6.4% | -4.7% |
| 30D | -2.4% | +0.7% | -3.1% | -3.3% |
| 3M | +34.6% | -3.7% | +38.3% | +35.6% |
| 6M | +15.2% | +29.9% | -14.7% | -0.5% |
| YTD | -4.4% | +17.4% | -21.8% | -14.1% |
| 1Y | -17.4% | +22.4% | -39.8% | -27.7% |
| All | +55.6% | +38.4% | +17.1% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling