-8.5%
TOST vs ZS
-40.7%
+32.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.3% |
| 7D | +3.0% | -13.4% | +16.4% | +5.7% |
| 30D | +10.3% | -16.6% | +26.9% | +13.6% |
| 3M | -3.3% | +10.3% | -13.6% | -7.1% |
| 6M | +37.8% | +28.1% | +9.7% | +19.5% |
| YTD | -2.8% | -13.3% | +10.6% | -9.1% |
| All | -8.5% | -40.7% | +32.3% | -15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling