+217.1%
EQH vs TMF
-79.2%
+296.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.8% |
| 7D | +5.4% | +1.0% | +4.4% | +5.6% |
| 30D | +1.0% | -1.8% | +2.9% | +0.7% |
| 3M | +26.7% | -8.2% | +35.0% | +25.0% |
| 6M | +34.4% | -19.5% | +53.9% | +29.6% |
| YTD | +11.5% | -16.0% | +27.4% | +8.4% |
| 1Y | +0.4% | -22.5% | +22.9% | -3.6% |
| 3Y | +96.5% | -42.3% | +138.8% | +81.6% |
| 5Y | +93.4% | -87.7% | +181.0% | +12.1% |
| All | +217.1% | -79.2% | +296.3% | +178.1% |
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