+179.6%
TSCO vs EQH
+234.7%
-55.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.9% |
| 7D | -5.7% | +0.7% | -6.4% | -5.8% |
| 30D | -8.8% | +2.8% | -11.6% | -9.5% |
| 3M | +6.3% | +23.1% | -16.8% | +0.7% |
| 6M | -32.3% | +41.4% | -73.7% | -38.1% |
| YTD | -32.7% | +14.3% | -47.0% | -35.5% |
| 1Y | -43.7% | +1.6% | -45.3% | -44.6% |
| 3Y | -19.7% | +102.7% | -122.4% | -34.6% |
| 5Y | -11.6% | +104.5% | -116.2% | -29.4% |
| All | +179.6% | +234.7% | -55.1% | +92.6% |
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 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