-45.4%
TOST vs ZS
-29.3%
-16.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -3.6% | -13.7% | +10.1% | +2.9% |
| 30D | +8.9% | -14.2% | +23.0% | +15.4% |
| 3M | -2.2% | +8.5% | -10.8% | -9.9% |
| 6M | +41.0% | +30.2% | +10.8% | +10.2% |
| YTD | -4.0% | -13.8% | +9.9% | -7.7% |
| 1Y | -9.6% | -41.5% | +31.9% | +6.6% |
| 3Y | +141.7% | +10.7% | +131.0% | +82.3% |
| 5Y | -29.5% | -43.6% | +14.1% | -26.1% |
| All | -45.4% | -29.3% | -16.2% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling