+56.5%
TEL vs EQH
+102.2%
-45.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.0% |
| 7D | +1.6% | +0.7% | +0.9% | +1.3% |
| 30D | -0.7% | +2.8% | -3.5% | -2.0% |
| 3M | +2.4% | +23.1% | -20.7% | -7.2% |
| 6M | +4.1% | +41.4% | -37.3% | -12.4% |
| YTD | -5.8% | +14.3% | -20.1% | -12.7% |
| 1Y | +0.9% | +1.6% | -0.7% | -1.6% |
| 3Y | +72.6% | +102.7% | -30.1% | +15.6% |
| All | +56.5% | +102.2% | -45.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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