-51.9%
TSLL vs EQH
+102.2%
-154.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.7% | +9.6% | +9.9% |
| 7D | +5.8% | +5.4% | +0.4% | -0.4% |
| 30D | +21.7% | +1.0% | +20.7% | +19.9% |
| 3M | -28.2% | +26.7% | -55.0% | -46.1% |
| 6M | -29.5% | +34.4% | -63.8% | -51.8% |
| YTD | -47.5% | +11.5% | -59.0% | -55.2% |
| 1Y | -20.8% | +0.4% | -21.2% | -25.1% |
| 3Y | -26.7% | +96.5% | -123.2% | -58.8% |
| All | -51.9% | +102.2% | -154.1% | -72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling