-13.3%
TOST vs ZYBT
-58.4%
+45.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -4.7% | -3.7% | -1.0% | -4.7% |
| 30D | -9.1% | -12.8% | +3.7% | -9.0% |
| 3M | +29.8% | +76.2% | -46.4% | +26.3% |
| 6M | +10.0% | +109.3% | -99.3% | +6.0% |
| YTD | -8.6% | +36.5% | -45.1% | -11.2% |
| 1Y | -20.7% | -84.0% | +63.3% | -19.6% |
| All | -13.3% | -58.4% | +45.1% | -17.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling