+30.0%
TXG vs EQH
+197.1%
-167.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +1.9% | +2.7% |
| 7D | +9.5% | +0.7% | +8.8% | +9.1% |
| 30D | +18.8% | +2.8% | +15.9% | +16.9% |
| 3M | +136.1% | +23.1% | +113.0% | +112.9% |
| 6M | +235.2% | +41.4% | +193.8% | +182.0% |
| YTD | +320.5% | +14.3% | +306.3% | +289.8% |
| 1Y | +425.2% | +1.6% | +423.6% | +411.6% |
| 3Y | +42.9% | +102.7% | -59.8% | +4.9% |
| 5Y | -62.8% | +104.5% | -167.4% | -72.4% |
| All | +30.0% | +197.1% | -167.1% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling