-56.1%
ZTS vs TOST
-48.6%
-7.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | +1.0% | -4.7% | +5.7% | +1.7% |
| 30D | +12.4% | +8.5% | +3.9% | +11.1% |
| 3M | +13.6% | -1.6% | +15.2% | +13.8% |
| 6M | +9.3% | +44.1% | -34.8% | +3.6% |
| YTD | -32.6% | -5.6% | -27.0% | -32.7% |
| 1Y | -30.0% | -12.6% | -17.5% | -29.5% |
| 3Y | -48.7% | +137.6% | -186.3% | -56.9% |
| 5Y | -59.3% | -30.4% | -29.0% | -64.1% |
| All | -56.1% | -48.6% | -7.5% | -60.7% |
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