+225.0%
EQH vs TXT
+24.9%
+200.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | -0.2% |
| 7D | +0.7% | +2.5% | -1.7% | -1.1% |
| 30D | +2.8% | -8.9% | +11.7% | +9.8% |
| 3M | +23.1% | -13.6% | +36.6% | +35.4% |
| 6M | +41.4% | -13.1% | +54.5% | +54.1% |
| YTD | +14.3% | -7.0% | +21.3% | +17.5% |
| 1Y | +1.6% | -1.4% | +3.0% | -0.5% |
| 3Y | +102.7% | +7.0% | +95.8% | +83.2% |
| 5Y | +104.5% | +15.4% | +89.1% | +71.6% |
| All | +225.0% | +24.9% | +200.1% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling