-45.7%
TOST vs EQH
+111.7%
-157.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.8% |
| 7D | -3.4% | +5.5% | -8.9% | -7.0% |
| 30D | -2.4% | +3.2% | -5.7% | -4.8% |
| 3M | +34.6% | +32.5% | +2.1% | +10.2% |
| 6M | +15.2% | +33.7% | -18.5% | -7.6% |
| YTD | -4.4% | +13.4% | -17.8% | -13.8% |
| 1Y | -17.4% | +0.6% | -18.0% | -19.4% |
| 3Y | +54.5% | +95.1% | -40.7% | -13.4% |
| All | -45.7% | +111.7% | -157.4% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling