+357.7%
TDG vs EQH
+234.7%
+123.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.5% |
| 7D | -1.9% | +0.7% | -2.6% | -2.2% |
| 30D | -7.7% | +2.8% | -10.5% | -9.2% |
| 3M | -9.3% | +23.1% | -32.4% | -19.4% |
| 6M | -9.4% | +41.4% | -50.8% | -25.9% |
| YTD | -14.3% | +14.3% | -28.5% | -21.7% |
| 1Y | -11.8% | +1.6% | -13.4% | -14.7% |
| 3Y | +52.0% | +102.7% | -50.7% | -5.9% |
| 5Y | +128.8% | +104.5% | +24.3% | +36.1% |
| All | +357.7% | +234.7% | +123.0% | +92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling