-11.6%
TNA vs EQH
+234.7%
-246.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | -0.9% |
| 7D | -7.3% | +0.7% | -8.0% | -8.3% |
| 30D | -14.2% | +2.8% | -17.0% | -18.0% |
| 3M | -4.6% | +23.1% | -27.6% | -31.0% |
| 6M | +36.9% | +41.4% | -4.5% | -20.1% |
| YTD | +42.5% | +14.3% | +28.3% | +11.7% |
| 1Y | +45.8% | +1.6% | +44.2% | +34.1% |
| 3Y | +104.7% | +102.7% | +1.9% | -22.9% |
| 5Y | -21.7% | +104.5% | -126.2% | -66.8% |
| All | -11.6% | +234.7% | -246.3% | -73.5% |
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