-97.1%
TSLQ vs EQH
+135.4%
-232.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +3.4% |
| 7D | +5.7% | -1.8% | +7.4% | +3.7% |
| 30D | -21.1% | +2.4% | -23.5% | -18.6% |
| 3M | -11.5% | +26.3% | -37.8% | +15.4% |
| 6M | -14.9% | +35.8% | -50.7% | +22.9% |
| YTD | +2.4% | +12.7% | -10.3% | +23.4% |
| 1Y | -49.8% | +2.5% | -52.2% | -46.2% |
| 3Y | -95.8% | +98.6% | -194.5% | -89.8% |
| All | -97.1% | +135.4% | -232.6% | -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 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