+172.0%
TTD vs EQH
+234.7%
-62.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.4% | +1.2% | +1.8% |
| 7D | -0.6% | +0.7% | -1.3% | -1.0% |
| 30D | +6.3% | +2.8% | +3.5% | +4.8% |
| 3M | -24.1% | +23.1% | -47.2% | -32.7% |
| 6M | -47.4% | +41.4% | -88.8% | -57.4% |
| YTD | -62.2% | +14.3% | -76.5% | -65.5% |
| 1Y | -68.3% | +1.6% | -69.9% | -69.3% |
| 3Y | -83.4% | +102.7% | -186.1% | -89.6% |
| 5Y | -80.3% | +104.5% | -184.8% | -87.5% |
| All | +172.0% | +234.7% | -62.7% | +9.5% |
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