-55.7%
ZTS vs TOST
-46.9%
-8.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.4% | +0.5% |
| 7D | +5.6% | 0.0% | +5.5% | +5.6% |
| 30D | +12.1% | +16.2% | -4.1% | +9.7% |
| 3M | +11.3% | -1.5% | +12.8% | +11.4% |
| 6M | +14.3% | +55.3% | -41.0% | +7.1% |
| YTD | -31.9% | -2.3% | -29.5% | -32.4% |
| 1Y | -29.3% | -5.5% | -23.7% | -29.5% |
| 3Y | -48.0% | +151.1% | -199.2% | -56.7% |
| 5Y | -58.9% | -27.9% | -30.9% | -63.9% |
| All | -55.7% | -46.9% | -8.8% | -60.5% |
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