-34.3%
TYL vs EQH
+2.5%
-36.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.7% |
| 7D | -3.7% | +5.5% | -9.2% | -5.0% |
| 30D | +18.7% | +3.2% | +15.5% | +17.7% |
| 3M | +18.1% | +32.5% | -14.4% | +8.8% |
| 6M | -1.1% | +33.7% | -34.9% | -9.6% |
| YTD | -19.8% | +13.4% | -33.3% | -22.1% |
| 1Y | -34.3% | +0.6% | -34.9% | -33.7% |
| All | -34.3% | +2.5% | -36.8% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling