-44.5%
TOST vs ZM
-67.5%
+22.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -2.1% |
| 7D | +9.4% | -5.9% | +15.3% | +13.4% |
| 30D | +13.5% | -5.2% | +18.6% | +16.7% |
| 3M | -0.1% | -11.3% | +11.1% | +5.7% |
| 6M | +22.5% | -14.5% | +37.0% | +30.7% |
| YTD | -2.4% | +4.2% | -6.5% | -11.1% |
| 1Y | -4.7% | +9.3% | -14.0% | -16.7% |
| 3Y | +103.2% | +45.4% | +57.8% | +37.3% |
| 5Y | -41.2% | -66.0% | +24.8% | +25.1% |
| All | -44.5% | -67.5% | +22.9% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling