-22.9%
TMUS vs EQH
+3.9%
-26.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.9% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | +3.5% | +2.8% | +0.7% | +3.4% |
| 3M | -1.3% | +23.1% | -24.4% | -1.1% |
| 6M | -13.6% | +41.4% | -55.0% | -12.2% |
| YTD | -8.8% | +14.3% | -23.0% | -8.0% |
| 1Y | -22.9% | +1.6% | -24.5% | -20.7% |
| All | -22.9% | +3.9% | -26.7% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling