-40.6%
TOST vs ZS
-42.0%
+1.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | 0.0% |
| 7D | +9.4% | -16.9% | +26.3% | +18.5% |
| 30D | +13.5% | -7.4% | +20.9% | +15.9% |
| 3M | -0.1% | +21.6% | -21.7% | -13.0% |
| 6M | +22.5% | +42.4% | -19.9% | -8.8% |
| YTD | -2.4% | -12.1% | +9.8% | -6.9% |
| 1Y | -4.7% | -37.8% | +33.1% | +8.8% |
| 3Y | +103.2% | +20.9% | +82.3% | +45.4% |
| All | -40.6% | -42.0% | +1.4% | -39.4% |
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