-23.4%
TSLL vs EQH
+2.5%
-25.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.3% |
| 7D | +1.9% | +5.5% | -3.6% | -0.7% |
| 30D | +17.8% | +3.2% | +14.5% | +15.8% |
| 3M | -37.0% | +32.5% | -69.6% | -45.0% |
| 6M | -37.7% | +33.7% | -71.4% | -46.9% |
| YTD | -51.4% | +13.4% | -64.8% | -57.4% |
| 1Y | -23.4% | +0.6% | -23.9% | -37.4% |
| All | -23.4% | +2.5% | -25.8% | -37.4% |
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