+31.0%
TFC vs EQH
+234.7%
-203.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.9% |
| 30D | -3.4% | +2.8% | -6.2% | -5.3% |
| 3M | +0.4% | +23.1% | -22.7% | -13.6% |
| 6M | +12.7% | +41.4% | -28.7% | -13.0% |
| YTD | +5.6% | +14.3% | -8.7% | -6.2% |
| 1Y | +16.0% | +1.6% | +14.4% | +11.2% |
| 3Y | +94.0% | +102.7% | -8.7% | +10.3% |
| 5Y | +16.2% | +104.5% | -88.4% | -35.3% |
| All | +31.0% | +234.7% | -203.7% | -48.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling