+42.9%
TXG vs EQH
+100.2%
-57.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.4% |
| 7D | +9.5% | +0.7% | +8.8% | +8.9% |
| 30D | +18.8% | +2.8% | +15.9% | +16.0% |
| 3M | +136.1% | +23.1% | +113.0% | +101.4% |
| 6M | +235.2% | +41.4% | +193.8% | +155.0% |
| YTD | +320.5% | +14.3% | +306.3% | +274.2% |
| 1Y | +425.2% | +1.6% | +423.6% | +408.6% |
| 3Y | +42.9% | +102.7% | -59.8% | -33.0% |
| All | +42.9% | +100.2% | -57.3% | -33.0% |
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 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