-0.8%
TOST vs ZYBT
-42.3%
+41.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.2% | +3.2% | +5.5% |
| 7D | +10.7% | -3.5% | +14.3% | +10.8% |
| 30D | +17.7% | +15.1% | +2.6% | +17.7% |
| 3M | +4.6% | +7.0% | -2.4% | +4.5% |
| 6M | +20.3% | +37.7% | -17.4% | +18.5% |
| YTD | -0.4% | +19.1% | -19.5% | -3.4% |
| 1Y | -0.8% | -38.3% | +37.5% | -9.2% |
| All | -0.8% | -42.3% | +41.6% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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