-28.2%
TYL vs EQH
+93.8%
-122.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -8.6% | +1.1% | -9.7% | -8.9% |
| 30D | +7.5% | -1.1% | +8.6% | +7.9% |
| 3M | +10.9% | +25.0% | -14.1% | +2.2% |
| 6M | -6.7% | +33.9% | -40.6% | -16.6% |
| YTD | -24.5% | +11.6% | -36.1% | -28.0% |
| 1Y | -38.6% | +1.5% | -40.1% | -39.7% |
| 3Y | -12.6% | +96.7% | -109.3% | -37.3% |
| 5Y | -28.2% | +93.9% | -122.1% | -48.5% |
| All | -28.2% | +93.8% | -122.0% | -48.5% |
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