-59.4%
TXG vs EQH
+102.2%
-161.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.3% |
| 7D | +9.5% | +0.7% | +8.8% | +8.8% |
| 30D | +18.8% | +2.8% | +15.9% | +15.7% |
| 3M | +136.1% | +23.1% | +113.0% | +99.4% |
| 6M | +235.2% | +41.4% | +193.8% | +151.5% |
| YTD | +320.5% | +14.3% | +306.3% | +270.4% |
| 1Y | +425.2% | +1.6% | +423.6% | +402.7% |
| 3Y | +42.9% | +102.7% | -59.8% | -24.3% |
| All | -59.4% | +102.2% | -161.6% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling