-47.3%
ZTS vs TOST
+99.4%
-146.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.6% | -7.4% | -7.9% |
| 7D | +4.9% | +11.6% | -6.7% | +3.6% |
| 30D | +15.9% | +16.2% | -0.3% | +13.8% |
| 3M | +11.1% | +1.0% | +10.1% | +10.9% |
| 6M | -26.0% | +23.2% | -49.2% | -28.0% |
| YTD | -33.3% | -1.0% | -32.3% | -34.0% |
| 1Y | -30.3% | -9.9% | -20.4% | -30.6% |
| All | -47.3% | +99.4% | -146.8% | -51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling