-48.1%
TOST vs EQH
+108.3%
-156.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | -4.7% | +1.1% | -5.8% | -5.5% |
| 30D | -9.1% | -1.1% | -8.0% | -8.7% |
| 3M | +29.8% | +25.0% | +4.8% | +10.6% |
| 6M | +10.0% | +33.9% | -23.8% | -11.8% |
| YTD | -8.6% | +11.6% | -20.2% | -16.6% |
| 1Y | -20.7% | +1.5% | -22.2% | -23.2% |
| 3Y | +55.7% | +96.7% | -41.0% | -13.3% |
| All | -48.1% | +108.3% | -156.3% | -71.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling