-38.5%
TYL vs EQH
+2.6%
-41.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -11.5% | -1.8% | -9.8% | -11.1% |
| 30D | +3.9% | +2.4% | +1.5% | +3.3% |
| 3M | +10.8% | +26.3% | -15.5% | +3.5% |
| 6M | -5.3% | +35.8% | -41.1% | -14.1% |
| YTD | -26.1% | +12.7% | -38.8% | -28.0% |
| 1Y | -38.5% | +2.5% | -41.0% | -38.6% |
| All | -38.5% | +2.6% | -41.2% | -38.6% |
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 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