+189.3%
TD vs EQH
+234.7%
-45.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | -0.5% | +0.7% | -1.3% | -0.8% |
| 30D | -1.9% | +2.8% | -4.7% | -3.1% |
| 3M | +4.8% | +23.1% | -18.3% | -3.9% |
| 6M | +28.0% | +41.4% | -13.4% | +10.4% |
| YTD | +30.3% | +14.3% | +16.0% | +21.8% |
| 1Y | +59.8% | +1.6% | +58.2% | +55.9% |
| 3Y | +124.7% | +102.7% | +22.0% | +55.0% |
| 5Y | +127.0% | +104.5% | +22.4% | +51.0% |
| All | +189.3% | +234.7% | -45.4% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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