-49.1%
TSLL vs EQH
+117.9%
-167.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.6% | -4.7% |
| 7D | +17.8% | +6.5% | +11.3% | +9.7% |
| 30D | +8.2% | +6.1% | +2.2% | +2.5% |
| 3M | +20.9% | +6.2% | +14.6% | +13.6% |
| 6M | -37.5% | +38.1% | -75.6% | -57.3% |
| YTD | -44.5% | +20.2% | -64.7% | -56.1% |
| 1Y | -33.0% | +27.6% | -60.5% | -51.2% |
| 3Y | -6.4% | +128.8% | -135.2% | -54.2% |
| All | -49.1% | +117.9% | -167.1% | -73.0% |
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