+45.9%
TEM vs EQH
+39.4%
+6.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -5.2% |
| 7D | -9.2% | -1.8% | -7.4% | -7.6% |
| 30D | +5.5% | +2.4% | +3.0% | +1.7% |
| 3M | +18.7% | +26.3% | -7.6% | -11.1% |
| 6M | +15.4% | +35.8% | -20.4% | -22.3% |
| YTD | -0.5% | +12.7% | -13.2% | -16.6% |
| 1Y | -24.8% | +2.5% | -27.3% | -29.3% |
| All | +45.9% | +39.4% | +6.5% | +1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling