+225.2%
TPR vs EQH
+94.3%
+130.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.4% |
| 7D | -5.1% | -1.8% | -3.4% | -4.2% |
| 30D | -27.6% | +2.4% | -30.0% | -28.9% |
| 3M | -17.5% | +26.3% | -43.8% | -28.3% |
| 6M | -21.3% | +35.8% | -57.1% | -35.0% |
| YTD | -8.5% | +12.7% | -21.1% | -16.2% |
| 1Y | +11.5% | +2.5% | +9.0% | +7.4% |
| 3Y | +288.0% | +98.6% | +189.4% | +130.9% |
| 5Y | +225.2% | +101.7% | +123.5% | +79.9% |
| All | +225.2% | +94.3% | +130.9% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling