+142.7%
TOST vs EQH
+127.4%
+15.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -4.7% | +5.1% | -9.8% | -7.3% |
| 30D | +8.5% | +4.7% | +3.8% | +5.7% |
| 3M | -1.6% | +7.2% | -8.8% | -5.7% |
| 6M | +44.1% | +38.9% | +5.2% | +18.7% |
| YTD | -5.6% | +19.2% | -24.8% | -15.3% |
| 1Y | -12.6% | +25.5% | -38.1% | -24.0% |
| All | +142.7% | +127.4% | +15.3% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling