+36.0%
TSM vs EQH
+18.6%
+17.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.5% |
| 7D | -10.0% | +2.8% | -12.8% | -10.4% |
| 30D | -18.5% | +3.9% | -22.5% | -19.1% |
| 3M | -4.9% | +16.3% | -21.2% | -7.7% |
| 6M | -1.0% | +37.1% | -38.1% | -7.3% |
| YTD | +31.3% | +20.2% | +11.0% | +24.0% |
| 1Y | +36.0% | +17.9% | +18.1% | +28.7% |
| All | +36.0% | +18.6% | +17.4% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling