+225.0%
EQH vs TMF
-80.2%
+305.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.7% | -5.1% | +5.8% | -0.1% |
| 30D | +2.8% | -4.6% | +7.4% | +2.1% |
| 3M | +23.1% | -16.6% | +39.7% | +19.6% |
| 6M | +41.4% | -19.9% | +61.3% | +36.4% |
| YTD | +14.3% | -20.2% | +34.4% | +10.2% |
| 1Y | +1.6% | -27.7% | +29.3% | -3.6% |
| 3Y | +102.7% | -43.9% | +146.6% | +86.7% |
| 5Y | +104.5% | -88.4% | +193.0% | +17.2% |
| All | +225.0% | -80.2% | +305.2% | +182.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling