+101.9%
EQH vs TAP
-0.1%
+102.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | +0.1% | +1.0% |
| 7D | +0.7% | -3.9% | +4.6% | +1.9% |
| 30D | +2.8% | -5.3% | +8.1% | +4.4% |
| 3M | +23.1% | -3.8% | +26.9% | +24.0% |
| 6M | +41.4% | -11.4% | +52.8% | +45.7% |
| YTD | +14.3% | -13.7% | +28.0% | +18.0% |
| 1Y | +1.6% | -17.2% | +18.8% | +6.2% |
| 3Y | +102.7% | -33.1% | +135.8% | +126.6% |
| All | +101.9% | -0.1% | +102.0% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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