-13.3%
TLT vs EQH
+234.7%
-248.0%
-48.4%
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% | +0.2% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -1.1% | +2.8% | -4.0% | -0.9% |
| 3M | -4.9% | +23.1% | -27.9% | -3.2% |
| 6M | -5.0% | +41.4% | -46.4% | -2.1% |
| YTD | -4.4% | +14.3% | -18.6% | -3.1% |
| 1Y | -6.4% | +1.6% | -8.0% | -6.1% |
| 3Y | -2.0% | +102.7% | -104.7% | +6.3% |
| 5Y | -35.0% | +104.5% | -139.5% | -28.4% |
| All | -13.3% | +234.7% | -248.0% | +5.3% |
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 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