-29.7%
ZTS vs TOST
-6.7%
-23.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -1.0% | +4.0% | -5.1% | -1.8% |
| 30D | +10.8% | +11.1% | -0.3% | +8.5% |
| 3M | +14.1% | +0.8% | +13.2% | +13.5% |
| 6M | +0.8% | +38.8% | -38.0% | -4.7% |
| YTD | -33.1% | -2.1% | -31.0% | -34.1% |
| All | -29.7% | -6.7% | -23.0% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling