+468.0%
TLN vs EQH
+97.5%
+370.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | +2.0% | -1.8% | +3.7% | +2.7% |
| 30D | -12.9% | +2.4% | -15.4% | -14.0% |
| 3M | -7.4% | +26.3% | -33.7% | -17.1% |
| 6M | -6.0% | +35.8% | -41.9% | -19.1% |
| YTD | -16.9% | +12.7% | -29.6% | -22.1% |
| 1Y | -22.6% | +2.5% | -25.1% | -24.5% |
| All | +468.0% | +97.5% | +370.5% | +397.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling