-9.3%
TOST vs ZYBT
-57.3%
+48.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.1% |
| 7D | -3.4% | -6.9% | +3.5% | -3.4% |
| 30D | -2.4% | -31.8% | +29.3% | -2.3% |
| 3M | +34.6% | +94.0% | -59.4% | +30.7% |
| 6M | +15.2% | +99.0% | -83.8% | +11.2% |
| YTD | -4.4% | +40.0% | -44.4% | -7.1% |
| 1Y | -17.4% | -79.5% | +62.1% | -16.8% |
| All | -9.3% | -57.3% | +48.0% | -13.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling