+93.9%
EQH vs TMF
-88.0%
+181.8%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.1% |
| 30D | -1.1% | -1.0% | -0.1% | -1.1% |
| 3M | +25.0% | -11.3% | +36.3% | +25.0% |
| 6M | +33.9% | -22.7% | +56.6% | +33.8% |
| YTD | +11.6% | -17.3% | +28.9% | +11.6% |
| 1Y | +1.5% | -22.5% | +24.0% | +1.5% |
| 3Y | +96.7% | -43.2% | +139.9% | +94.2% |
| 5Y | +93.9% | -88.3% | +182.2% | +53.8% |
| All | +93.9% | -88.0% | +181.8% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling