+829.0%
TTMI vs EQH
+102.2%
+726.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +1.9% | +2.6% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | -8.4% | +2.8% | -11.3% | -9.9% |
| 3M | -32.5% | +23.1% | -55.5% | -40.2% |
| 6M | +32.5% | +41.4% | -8.9% | +7.1% |
| YTD | +83.2% | +14.3% | +69.0% | +66.1% |
| 1Y | +161.7% | +1.6% | +160.1% | +153.1% |
| 3Y | +890.1% | +102.7% | +787.4% | +520.0% |
| All | +829.0% | +102.2% | +726.8% | +458.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling