-27.7%
TOST vs ZS
-45.5%
+17.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | 0.0% | -2.6% | +2.7% | +1.2% |
| 30D | +16.2% | -12.8% | +29.0% | +22.1% |
| 3M | -1.5% | +2.3% | -3.8% | -6.5% |
| 6M | +55.3% | +26.3% | +29.0% | +23.8% |
| YTD | -2.3% | -14.4% | +12.1% | -5.7% |
| 1Y | -5.5% | -37.6% | +32.1% | +7.4% |
| 3Y | +151.1% | +8.0% | +143.1% | +92.9% |
| All | -27.7% | -45.5% | +17.8% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling