+890.1%
TTMI vs EQH
+100.2%
+789.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +2.7% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | -8.4% | +2.8% | -11.3% | -9.7% |
| 3M | -32.5% | +23.1% | -55.5% | -39.3% |
| 6M | +32.5% | +41.4% | -8.9% | +9.5% |
| YTD | +83.2% | +14.3% | +69.0% | +68.7% |
| 1Y | +161.7% | +1.6% | +160.1% | +157.0% |
| 3Y | +890.1% | +102.7% | +787.4% | +554.2% |
| All | +890.1% | +100.2% | +789.9% | +554.2% |
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