+30.8%
TFC vs EQH
+230.1%
-199.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | -0.3% |
| 7D | -2.5% | -1.8% | -0.7% | -1.3% |
| 30D | -2.8% | +2.4% | -5.3% | -4.5% |
| 3M | +2.1% | +26.3% | -24.2% | -13.7% |
| 6M | +10.1% | +35.8% | -25.7% | -12.6% |
| YTD | +5.4% | +12.7% | -7.2% | -5.5% |
| 1Y | +16.3% | +2.5% | +13.9% | +10.7% |
| 3Y | +95.9% | +98.6% | -2.8% | +12.9% |
| 5Y | +16.0% | +101.7% | -85.7% | -34.7% |
| All | +30.8% | +230.1% | -199.2% | -48.3% |
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