+572.6%
TLN vs EQH
+129.4%
+443.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | -0.2% |
| 7D | -1.3% | +0.7% | -2.1% | -1.7% |
| 30D | -14.3% | +2.8% | -17.2% | -15.5% |
| 3M | -9.3% | +23.1% | -32.4% | -17.6% |
| 6M | -1.1% | +41.4% | -42.5% | -15.9% |
| YTD | -16.6% | +14.3% | -30.8% | -22.2% |
| 1Y | -22.0% | +1.6% | -23.6% | -23.6% |
| 3Y | +470.2% | +102.7% | +367.5% | +399.1% |
| All | +572.6% | +129.4% | +443.1% | +489.8% |
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