-44.8%
TOST vs ZS
-28.9%
-15.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.2% |
| 7D | +3.0% | -13.4% | +16.4% | +9.7% |
| 30D | +10.3% | -16.6% | +26.9% | +18.4% |
| 3M | -3.3% | +10.3% | -13.6% | -11.6% |
| 6M | +37.8% | +28.1% | +9.7% | +8.7% |
| YTD | -2.8% | -13.3% | +10.6% | -6.8% |
| 1Y | -9.6% | -40.7% | +31.1% | +5.9% |
| 3Y | +144.6% | +11.4% | +133.3% | +84.1% |
| 5Y | -31.0% | -42.2% | +11.2% | -29.4% |
| All | -44.8% | -28.9% | -15.9% | -49.0% |
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