+626.5%
TT vs EQH
+234.7%
+391.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.1% |
| 7D | -1.2% | +0.7% | -1.9% | -1.5% |
| 30D | -7.3% | +2.8% | -10.1% | -8.4% |
| 3M | -3.6% | +23.1% | -26.7% | -11.6% |
| 6M | +2.8% | +41.4% | -38.6% | -11.5% |
| YTD | +14.5% | +14.3% | +0.2% | +6.8% |
| 1Y | +7.4% | +1.6% | +5.8% | +4.6% |
| 3Y | +116.2% | +102.7% | +13.5% | +53.0% |
| 5Y | +147.4% | +104.5% | +42.8% | +69.6% |
| All | +626.5% | +234.7% | +391.8% | +272.1% |
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 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