+720.5%
TSEM vs EQH
+230.1%
+490.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -4.3% |
| 7D | +0.9% | -1.8% | +2.7% | +1.5% |
| 30D | -16.6% | +2.4% | -19.1% | -17.4% |
| 3M | -10.9% | +26.3% | -37.2% | -19.0% |
| 6M | +78.0% | +35.8% | +42.2% | +57.0% |
| YTD | +77.2% | +12.7% | +64.5% | +66.7% |
| 1Y | +207.6% | +2.5% | +205.1% | +198.3% |
| 3Y | +637.8% | +98.6% | +539.2% | +460.0% |
| 5Y | +617.0% | +101.7% | +515.3% | +423.3% |
| All | +720.5% | +230.1% | +490.4% | +390.3% |
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