-44.5%
TOST vs EQH
+124.3%
-168.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +2.9% |
| 7D | 0.0% | +6.5% | -6.5% | -4.2% |
| 30D | +16.2% | +6.1% | +10.1% | +11.4% |
| 3M | -1.5% | +6.2% | -7.8% | -6.1% |
| 6M | +55.3% | +38.1% | +17.2% | +22.8% |
| YTD | -2.3% | +20.2% | -22.5% | -15.6% |
| 1Y | -5.5% | +27.6% | -33.1% | -21.9% |
| 3Y | +151.1% | +128.8% | +22.3% | +24.4% |
| 5Y | -27.9% | +83.1% | -111.1% | -60.1% |
| All | -44.5% | +124.3% | -168.8% | -70.6% |
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