+396.0%
TPR vs EQH
+129.3%
+266.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | -0.3% | +6.5% | -6.8% | -3.0% |
| 30D | +15.1% | +6.1% | +9.0% | +11.8% |
| 3M | +3.5% | +6.2% | -2.7% | +0.3% |
| 6M | +0.4% | +38.1% | -37.6% | -14.2% |
| YTD | +4.6% | +20.2% | -15.6% | -5.4% |
| 1Y | +33.1% | +27.6% | +5.5% | +16.8% |
| 3Y | +396.0% | +128.8% | +267.2% | +183.6% |
| All | +396.0% | +129.3% | +266.7% | +183.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling