+253.1%
TSEM vs EQH
+2.5%
+250.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.1% | +8.9% | +8.0% |
| 7D | +6.9% | +5.5% | +1.4% | +5.8% |
| 30D | +5.3% | +3.2% | +2.1% | +4.6% |
| 3M | -14.9% | +32.5% | -47.5% | -21.0% |
| 6M | +80.0% | +33.7% | +46.3% | +65.3% |
| YTD | +89.4% | +13.4% | +75.9% | +74.9% |
| 1Y | +253.1% | +0.6% | +252.5% | +217.0% |
| All | +253.1% | +2.5% | +250.6% | +217.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling