-14.9%
TSLQ vs EQH
+34.6%
-49.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +3.1% |
| 7D | +5.7% | -1.8% | +7.4% | +4.3% |
| 30D | -21.1% | +2.4% | -23.5% | -19.4% |
| 3M | -11.5% | +26.3% | -37.8% | +5.3% |
| 6M | -14.9% | +35.8% | -50.7% | +13.2% |
| All | -14.9% | +34.6% | -49.5% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling