+600.6%
TLN vs EQH
+123.8%
+476.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.5% | +3.5% |
| 7D | +10.9% | +5.4% | +5.5% | +8.4% |
| 30D | -6.3% | +1.0% | -7.3% | -6.9% |
| 3M | -10.7% | +26.7% | -37.4% | -19.9% |
| 6M | +1.6% | +34.4% | -32.7% | -11.6% |
| YTD | -13.1% | +11.5% | -24.6% | -18.1% |
| 1Y | -15.1% | +0.4% | -15.5% | -16.4% |
| 3Y | +495.0% | +96.5% | +398.5% | +426.6% |
| All | +600.6% | +123.8% | +476.8% | +520.8% |
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 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