-58.5%
ZTS vs TOST
+55.9%
-114.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -3.4% | +1.4% | -1.6% |
| 30D | +1.9% | -2.4% | +4.4% | +2.2% |
| 3M | -4.0% | +34.6% | -38.6% | -7.3% |
| 6M | -39.1% | +15.2% | -54.3% | -40.4% |
| YTD | -38.8% | -4.4% | -34.4% | -39.1% |
| 1Y | -49.6% | -17.4% | -32.1% | -49.2% |
| All | -58.5% | +55.9% | -114.5% | -61.4% |
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