+289.9%
TPR vs EQH
+97.5%
+192.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -5.1% | -1.8% | -3.4% | -4.4% |
| 30D | -27.6% | +2.4% | -30.0% | -28.6% |
| 3M | -17.5% | +26.3% | -43.8% | -26.3% |
| 6M | -21.3% | +35.8% | -57.1% | -32.5% |
| YTD | -8.5% | +12.7% | -21.1% | -14.5% |
| 1Y | +11.5% | +2.5% | +9.0% | +8.6% |
| All | +289.9% | +97.5% | +192.4% | +156.6% |
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