-19.7%
TSCO vs EQH
+100.2%
-119.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.7% | +0.7% | -6.4% | -5.8% |
| 30D | -8.8% | +2.8% | -11.6% | -9.4% |
| 3M | +6.3% | +23.1% | -16.8% | +0.8% |
| 6M | -32.3% | +41.4% | -73.7% | -38.1% |
| YTD | -32.7% | +14.3% | -47.0% | -35.4% |
| 1Y | -43.7% | +1.6% | -45.3% | -44.2% |
| 3Y | -19.7% | +102.7% | -122.4% | -39.9% |
| All | -19.7% | +100.2% | -119.9% | -39.9% |
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 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