-19.9%
TOST vs ZYBT
-83.2%
+63.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.6% |
| 7D | -5.9% | -2.5% | -3.4% | -5.9% |
| 30D | -8.4% | -1.2% | -7.2% | -8.4% |
| 3M | +31.4% | +76.7% | -45.2% | +28.7% |
| 6M | +10.5% | +103.6% | -93.1% | +7.3% |
| YTD | -10.1% | +38.3% | -48.3% | -12.3% |
| 1Y | -19.9% | -84.7% | +64.8% | -19.8% |
| All | -19.9% | -83.2% | +63.3% | -19.8% |
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