-19.9%
TOST vs EQH
+2.6%
-22.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -5.9% | -1.8% | -4.1% | -5.2% |
| 30D | -8.4% | +2.4% | -10.9% | -9.5% |
| 3M | +31.4% | +26.3% | +5.1% | +18.6% |
| 6M | +10.5% | +35.8% | -25.3% | -4.9% |
| YTD | -10.1% | +12.7% | -22.7% | -15.2% |
| 1Y | -19.9% | +2.5% | -22.4% | -20.4% |
| All | -19.9% | +2.6% | -22.6% | -20.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling