-56.5%
ZTS vs TOST
-46.7%
-9.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -1.0% | +4.0% | -5.1% | -1.6% |
| 30D | +10.8% | +11.1% | -0.3% | +9.1% |
| 3M | +14.1% | +0.8% | +13.2% | +13.9% |
| 6M | +0.8% | +38.8% | -38.0% | -4.0% |
| YTD | -33.1% | -2.1% | -31.0% | -33.6% |
| 1Y | -30.0% | -6.0% | -24.0% | -30.2% |
| 3Y | -49.5% | +149.8% | -199.3% | -57.9% |
| 5Y | -60.2% | -42.8% | -17.5% | -64.7% |
| All | -56.5% | -46.7% | -9.7% | -61.2% |
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