-60.2%
ZTS vs TOST
-48.0%
-12.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -3.4% | +1.4% | -1.5% |
| 30D | +1.9% | -2.4% | +4.4% | +2.3% |
| 3M | -4.0% | +34.6% | -38.6% | -8.0% |
| 6M | -39.1% | +15.2% | -54.3% | -40.7% |
| YTD | -38.8% | -4.4% | -34.4% | -39.0% |
| 1Y | -49.6% | -17.4% | -32.1% | -48.9% |
| 3Y | -59.0% | +54.5% | -113.4% | -63.3% |
| All | -60.2% | -48.0% | -12.2% | -64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling