-27.7%
TOST vs ZM
-60.9%
+33.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.3% | +2.1% |
| 7D | 0.0% | +11.0% | -11.0% | -6.5% |
| 30D | +16.2% | +5.6% | +10.5% | +11.3% |
| 3M | -1.5% | -9.1% | +7.6% | +2.6% |
| 6M | +55.3% | -2.6% | +57.9% | +52.2% |
| YTD | -2.3% | +15.7% | -18.0% | -16.8% |
| 1Y | -5.5% | +18.8% | -24.3% | -21.5% |
| 3Y | +151.1% | +62.2% | +89.0% | +58.3% |
| All | -27.7% | -60.9% | +33.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling