-97.2%
TSLQ vs EQH
+138.7%
-235.9%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | +0.4% |
| 7D | -6.6% | +0.7% | -7.3% | -6.1% |
| 30D | -24.3% | +2.8% | -27.1% | -21.6% |
| 3M | -3.6% | +23.1% | -26.7% | +21.9% |
| 6M | -12.0% | +41.4% | -53.4% | +33.0% |
| YTD | +1.4% | +14.3% | -12.9% | +23.9% |
| 1Y | -43.6% | +1.6% | -45.2% | -40.5% |
| 3Y | -95.4% | +102.7% | -198.1% | -88.6% |
| All | -97.2% | +138.7% | -235.9% | -91.6% |
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