+650.1%
TSEM vs EQH
+100.2%
+549.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.1% |
| 7D | -4.9% | +0.7% | -5.6% | -5.1% |
| 30D | -18.7% | +2.8% | -21.6% | -19.7% |
| 3M | -18.1% | +23.1% | -41.2% | -25.8% |
| 6M | +77.1% | +41.4% | +35.7% | +50.3% |
| YTD | +80.1% | +14.3% | +65.9% | +66.9% |
| 1Y | +220.4% | +1.6% | +218.8% | +212.7% |
| 3Y | +650.1% | +102.7% | +547.4% | +455.1% |
| All | +650.1% | +100.2% | +549.8% | +455.1% |
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 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