+222.7%
EQH vs TMF
-79.2%
+301.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.4% | -1.0% |
| 7D | +5.5% | -1.4% | +6.9% | +5.2% |
| 30D | +3.2% | -2.8% | +6.1% | +2.8% |
| 3M | +32.5% | -10.9% | +43.5% | +30.1% |
| 6M | +33.7% | -21.3% | +55.1% | +28.5% |
| YTD | +13.4% | -15.9% | +29.3% | +10.4% |
| 1Y | +0.6% | -15.7% | +16.3% | -2.0% |
| 3Y | +95.1% | -43.4% | +138.5% | +79.4% |
| 5Y | +92.7% | -87.8% | +180.4% | +11.4% |
| All | +222.7% | -79.2% | +301.8% | +183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling