+221.6%
TPR vs EQH
+234.7%
-13.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +1.3% |
| 7D | -3.0% | +0.7% | -3.7% | -3.4% |
| 30D | -22.6% | +2.8% | -25.5% | -24.6% |
| 3M | -18.2% | +23.1% | -41.3% | -30.0% |
| 6M | -18.0% | +41.4% | -59.4% | -37.2% |
| YTD | -6.4% | +14.3% | -20.7% | -17.3% |
| 1Y | +12.3% | +1.6% | +10.7% | +7.1% |
| 3Y | +298.7% | +102.7% | +196.0% | +113.3% |
| 5Y | +232.5% | +104.5% | +128.0% | +70.7% |
| All | +221.6% | +234.7% | -13.1% | +9.1% |
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