-3.0%
TSN vs EQH
+226.9%
-229.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -7.3% | +1.1% | -8.4% | -7.7% |
| 30D | -8.6% | -1.1% | -7.5% | -8.6% |
| 3M | -7.5% | +25.0% | -32.5% | -13.3% |
| 6M | -14.1% | +33.9% | -48.0% | -21.4% |
| YTD | -9.4% | +11.6% | -21.0% | -13.2% |
| 1Y | -4.1% | +1.5% | -5.6% | -5.9% |
| 3Y | +10.3% | +96.7% | -86.4% | -14.4% |
| 5Y | -19.7% | +93.9% | -113.6% | -39.1% |
| All | -3.0% | +226.9% | -229.8% | -40.4% |
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