-52.0%
TSLL vs EQH
+102.4%
-154.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +5.1% | +1.1% | +4.0% | +4.0% |
| 30D | +20.0% | -1.1% | +21.1% | +21.2% |
| 3M | -23.8% | +25.0% | -48.8% | -41.7% |
| 6M | -30.3% | +33.9% | -64.2% | -52.1% |
| YTD | -47.7% | +11.6% | -59.2% | -55.3% |
| 1Y | -21.2% | +1.5% | -22.7% | -26.6% |
| 3Y | -26.9% | +96.7% | -123.6% | -58.9% |
| All | -52.0% | +102.4% | -154.4% | -72.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling