+248.8%
EQIX vs TAP
-51.4%
+300.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +2.3% | -5.1% | +7.4% | +3.4% |
| 30D | +0.4% | -8.4% | +8.9% | +2.1% |
| 3M | -1.1% | -3.9% | +2.8% | -0.7% |
| 6M | +11.5% | -14.4% | +25.8% | +14.5% |
| YTD | +38.2% | -14.7% | +53.0% | +41.8% |
| 1Y | +36.7% | -18.7% | +55.3% | +41.4% |
| 3Y | +44.1% | -32.6% | +76.7% | +53.9% |
| 5Y | +34.8% | -1.4% | +36.3% | +30.8% |
| 10Y | +248.8% | -50.4% | +299.2% | +281.1% |
| All | +248.8% | -51.4% | +300.1% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling