+225.0%
EQH vs TKO
+391.5%
-166.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.1% | +1.3% |
| 7D | +0.7% | +2.3% | -1.6% | 0.0% |
| 30D | +2.8% | -2.5% | +5.3% | +3.4% |
| 3M | +23.1% | -10.6% | +33.7% | +26.5% |
| 6M | +41.4% | -5.1% | +46.5% | +42.4% |
| YTD | +14.3% | -8.2% | +22.5% | +16.0% |
| 1Y | +1.6% | -4.4% | +6.0% | +1.7% |
| 3Y | +102.7% | +100.4% | +2.3% | +61.5% |
| 5Y | +104.5% | +294.3% | -189.8% | +29.9% |
| All | +225.0% | +391.5% | -166.6% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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