+217.1%
EQH vs TAP
-19.0%
+236.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | +0.4% |
| 7D | +5.4% | -2.3% | +7.7% | +6.7% |
| 30D | +1.0% | -9.4% | +10.4% | +6.1% |
| 3M | +26.7% | -0.8% | +27.5% | +26.1% |
| 6M | +34.4% | -14.7% | +49.1% | +44.1% |
| YTD | +11.5% | -13.9% | +25.4% | +17.8% |
| 1Y | +0.4% | -18.6% | +19.0% | +8.6% |
| 3Y | +96.5% | -32.0% | +128.5% | +129.0% |
| 5Y | +93.4% | -1.0% | +94.3% | +68.4% |
| All | +217.1% | -19.0% | +236.1% | +183.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling