+207.4%
TXN vs EQH
+234.7%
-27.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.4% | +2.4% | +3.3% |
| 7D | +4.0% | +0.7% | +3.3% | +3.7% |
| 30D | -2.9% | +2.8% | -5.7% | -4.0% |
| 3M | -9.1% | +23.1% | -32.2% | -16.7% |
| 6M | +36.6% | +41.4% | -4.8% | +17.9% |
| YTD | +57.5% | +14.3% | +43.2% | +46.9% |
| 1Y | +49.5% | +1.6% | +47.9% | +45.6% |
| 3Y | +76.5% | +102.7% | -26.2% | +29.9% |
| 5Y | +62.4% | +104.5% | -42.2% | +16.6% |
| All | +207.4% | +234.7% | -27.3% | +76.2% |
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