+1,227.0%
TSM vs EQH
+234.7%
+992.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +1.0% | +2.8% | -1.9% | -0.3% |
| 3M | +2.9% | +23.1% | -20.2% | -5.2% |
| 6M | +22.8% | +41.4% | -18.6% | +6.9% |
| YTD | +43.3% | +14.3% | +29.0% | +34.4% |
| 1Y | +69.2% | +1.6% | +67.6% | +65.0% |
| 3Y | +404.5% | +102.7% | +301.8% | +273.5% |
| 5Y | +282.2% | +104.5% | +177.7% | +178.4% |
| All | +1,227.0% | +234.7% | +992.3% | +678.0% |
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