+632.2%
TT vs EQH
+226.5%
+405.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +1.6% | +5.4% | -3.9% | -0.6% |
| 30D | -7.3% | +1.0% | -8.3% | -7.8% |
| 3M | -2.6% | +26.7% | -29.3% | -11.7% |
| 6M | +5.9% | +34.4% | -28.5% | -7.0% |
| YTD | +15.4% | +11.5% | +3.9% | +8.7% |
| 1Y | +8.2% | +0.4% | +7.8% | +5.8% |
| 3Y | +122.7% | +96.5% | +26.1% | +59.5% |
| 5Y | +145.0% | +93.4% | +51.6% | +71.8% |
| All | +632.2% | +226.5% | +405.7% | +278.7% |
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 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