-83.9%
TTD vs EQH
+97.5%
-181.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.3% | +0.1% |
| 7D | -7.4% | -1.8% | -5.7% | -6.5% |
| 30D | +3.0% | +2.4% | +0.6% | +1.9% |
| 3M | -27.6% | +26.3% | -53.9% | -35.9% |
| 6M | -49.5% | +35.8% | -85.3% | -57.3% |
| YTD | -63.2% | +12.7% | -75.9% | -65.6% |
| 1Y | -69.7% | +2.5% | -72.2% | -70.4% |
| All | -83.9% | +97.5% | -181.3% | -89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling