+102.7%
EQH vs TXT
+7.0%
+95.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.1% |
| 7D | +0.7% | +2.4% | -1.7% | -0.7% |
| 30D | +2.8% | -8.9% | +11.7% | +8.5% |
| 3M | +23.1% | -13.6% | +36.7% | +33.2% |
| 6M | +41.4% | -13.1% | +54.5% | +51.9% |
| YTD | +14.3% | -7.0% | +21.3% | +16.4% |
| 1Y | +1.6% | -1.4% | +3.0% | -1.0% |
| 3Y | +102.7% | +6.9% | +95.8% | +80.2% |
| All | +102.7% | +7.0% | +95.7% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling