+11.9%
TSN vs EQH
+100.2%
-88.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | +3.0% | +0.7% | +2.3% | +3.0% |
| 30D | -4.2% | +2.8% | -7.0% | -4.5% |
| 3M | -3.9% | +23.1% | -27.0% | -6.3% |
| 6M | -9.8% | +41.4% | -51.2% | -13.7% |
| YTD | -7.3% | +14.3% | -21.5% | -8.8% |
| 1Y | -2.2% | +1.6% | -3.8% | -2.4% |
| 3Y | +11.9% | +102.7% | -90.8% | -8.1% |
| All | +11.9% | +100.2% | -88.4% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling