+1.6%
EQH vs TMF
-26.8%
+28.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +0.7% | -5.1% | +5.8% | +1.7% |
| 30D | +2.8% | -4.6% | +7.4% | +3.7% |
| 3M | +23.1% | -16.6% | +39.7% | +27.0% |
| 6M | +41.4% | -19.9% | +61.3% | +45.6% |
| YTD | +14.3% | -20.2% | +34.4% | +17.4% |
| 1Y | +1.6% | -27.7% | +29.3% | +6.1% |
| All | +1.6% | -26.8% | +28.4% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling