-14.2%
TOST vs ZYBT
-58.9%
+44.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.6% |
| 7D | -5.4% | -3.7% | -1.7% | -5.4% |
| 30D | -5.7% | 0.0% | -5.7% | -5.7% |
| 3M | +30.1% | +72.2% | -42.1% | +26.7% |
| 6M | +11.9% | +103.1% | -91.2% | +7.8% |
| YTD | -9.5% | +34.8% | -44.3% | -12.1% |
| 1Y | -21.3% | -83.2% | +61.9% | -20.3% |
| All | -14.2% | -58.9% | +44.7% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling