-44.4%
TOST vs ZS
-27.3%
-17.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +4.0% | -11.1% | +15.1% | +9.5% |
| 30D | +11.1% | -14.8% | +25.9% | +18.1% |
| 3M | +0.8% | +18.0% | -17.2% | -10.8% |
| 6M | +38.8% | +30.8% | +8.0% | +8.5% |
| YTD | -2.1% | -11.5% | +9.4% | -7.0% |
| 1Y | -6.0% | -37.8% | +31.8% | +7.3% |
| 3Y | +149.8% | +16.6% | +133.2% | +83.3% |
| 5Y | -42.8% | -43.6% | +0.8% | -38.6% |
| All | -44.4% | -27.3% | -17.0% | -49.1% |
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