+243.0%
TRV vs EQH
+234.7%
+8.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.6% |
| 7D | +1.9% | +0.7% | +1.2% | +1.7% |
| 30D | +1.7% | +2.8% | -1.1% | +0.6% |
| 3M | +23.9% | +23.1% | +0.8% | +14.5% |
| 6M | +26.3% | +41.4% | -15.1% | +10.3% |
| YTD | +30.8% | +14.3% | +16.6% | +22.8% |
| 1Y | +36.3% | +1.6% | +34.7% | +33.2% |
| 3Y | +145.0% | +102.7% | +42.3% | +78.0% |
| 5Y | +163.9% | +104.5% | +59.3% | +83.9% |
| All | +243.0% | +234.7% | +8.4% | +85.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling