-59.5%
ZTS vs TOST
-36.3%
-23.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.6% | +3.0% | -3.6% | -1.0% |
| 30D | +11.0% | +10.3% | +0.7% | +9.4% |
| 3M | +10.9% | -3.3% | +14.2% | +11.4% |
| 6M | +0.9% | +37.8% | -36.9% | -4.0% |
| YTD | -33.0% | -2.8% | -30.2% | -33.4% |
| 1Y | -29.6% | -9.6% | -20.0% | -29.4% |
| 3Y | -49.0% | +144.6% | -193.7% | -57.8% |
| 5Y | -59.5% | -31.0% | -28.5% | -64.3% |
| All | -59.5% | -36.3% | -23.3% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling