+219.1%
TPR vs EQH
+226.5%
-7.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.0% | -2.5% |
| 7D | -3.4% | +5.4% | -8.8% | -7.0% |
| 30D | -27.3% | +1.0% | -28.3% | -28.3% |
| 3M | -16.2% | +26.7% | -43.0% | -29.8% |
| 6M | -17.9% | +34.4% | -52.3% | -34.8% |
| YTD | -7.1% | +11.5% | -18.6% | -16.5% |
| 1Y | +13.6% | +0.4% | +13.2% | +9.1% |
| 3Y | +293.7% | +96.5% | +197.2% | +115.3% |
| 5Y | +239.1% | +93.4% | +145.7% | +81.5% |
| All | +219.1% | +226.5% | -7.5% | +10.1% |
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 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