-12.4%
TLT vs EQH
+226.9%
-239.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -0.3% | +1.1% | -1.4% | -0.2% |
| 30D | 0.0% | -1.1% | +1.1% | -0.1% |
| 3M | -2.9% | +25.0% | -27.9% | -1.0% |
| 6M | -6.3% | +33.9% | -40.1% | -3.8% |
| YTD | -3.3% | +11.6% | -14.9% | -2.3% |
| 1Y | -4.2% | +1.5% | -5.7% | -3.9% |
| 3Y | -1.7% | +96.7% | -98.4% | +6.4% |
| 5Y | -34.9% | +93.9% | -128.7% | -28.7% |
| All | -12.4% | +226.9% | -239.2% | +6.2% |
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