+58.6%
TYL vs EQH
+232.3%
-173.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.8% |
| 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% | +9.9% |
| 6M | -1.1% | +33.7% | -34.9% | -8.6% |
| YTD | -19.8% | +13.4% | -33.3% | -22.8% |
| 1Y | -34.3% | +0.6% | -34.9% | -35.0% |
| 3Y | -8.2% | +95.1% | -103.4% | -24.1% |
| 5Y | -25.4% | +92.7% | -118.1% | -38.7% |
| All | +58.6% | +232.3% | -173.7% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling