-58.0%
ZTS vs TOST
-46.9%
-11.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.4% | -1.9% | -3.1% |
| 7D | -0.4% | +9.4% | -9.8% | -1.6% |
| 30D | +11.7% | +13.5% | -1.8% | +9.7% |
| 3M | +3.5% | -0.1% | +3.6% | +3.4% |
| 6M | -27.6% | +22.5% | -50.1% | -30.0% |
| YTD | -35.5% | -2.4% | -33.1% | -35.9% |
| 1Y | -32.1% | -4.7% | -27.4% | -32.4% |
| 3Y | -49.1% | +103.2% | -152.3% | -56.3% |
| 5Y | -61.0% | -41.2% | -19.8% | -65.5% |
| All | -58.0% | -46.9% | -11.1% | -62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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