+236.1%
TMUS vs EQH
+226.5%
+9.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -0.3% | +5.4% | -5.7% | -1.4% |
| 30D | +3.1% | +1.0% | +2.1% | +2.8% |
| 3M | +2.4% | +26.7% | -24.3% | -3.0% |
| 6M | -17.1% | +34.4% | -51.4% | -22.8% |
| YTD | -9.1% | +11.5% | -20.5% | -12.0% |
| 1Y | -23.6% | +0.4% | -24.0% | -24.5% |
| 3Y | +38.8% | +96.5% | -57.7% | +12.8% |
| 5Y | +43.0% | +93.4% | -50.4% | +13.9% |
| All | +236.1% | +226.5% | +9.6% | +123.4% |
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