-30.4%
TOST vs EQH
+82.5%
-112.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -4.7% | +5.1% | -9.8% | -7.9% |
| 30D | +8.5% | +4.7% | +3.8% | +4.9% |
| 3M | -1.6% | +7.2% | -8.8% | -6.8% |
| 6M | +44.1% | +38.9% | +5.2% | +12.9% |
| YTD | -5.6% | +19.2% | -24.8% | -18.1% |
| 1Y | -12.6% | +25.5% | -38.1% | -27.1% |
| 3Y | +137.6% | +125.2% | +12.4% | +16.7% |
| 5Y | -30.4% | +81.6% | -112.0% | -58.9% |
| All | -30.4% | +82.5% | -112.9% | -58.9% |
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