-55.4%
TSLL vs EQH
+105.7%
-161.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -10.6% |
| 7D | +1.9% | +5.5% | -3.6% | -3.9% |
| 30D | +17.8% | +3.2% | +14.5% | +13.2% |
| 3M | -37.0% | +32.5% | -69.6% | -55.1% |
| 6M | -37.7% | +33.7% | -71.4% | -57.0% |
| YTD | -51.4% | +13.4% | -64.8% | -59.2% |
| 1Y | -23.4% | +0.6% | -23.9% | -27.4% |
| 3Y | -30.8% | +95.1% | -125.9% | -61.0% |
| All | -55.4% | +105.7% | -161.2% | -74.9% |
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