+101.9%
EQH vs TCOM
+29.4%
+72.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.7% | -4.9% | +5.6% | +1.5% |
| 30D | +2.8% | -14.4% | +17.2% | +5.4% |
| 3M | +23.1% | -17.7% | +40.7% | +26.5% |
| 6M | +41.4% | -25.1% | +66.5% | +47.7% |
| YTD | +14.3% | -45.7% | +60.0% | +25.3% |
| 1Y | +1.6% | -47.9% | +49.5% | +12.1% |
| 3Y | +102.7% | +8.9% | +93.8% | +89.1% |
| All | +101.9% | +29.4% | +72.5% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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