+238.7%
EQIX vs TAP
+119.5%
+119.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.6% |
| 7D | +1.3% | -2.3% | +3.6% | +1.9% |
| 30D | +0.3% | -9.4% | +9.7% | +2.8% |
| 3M | -1.6% | -0.8% | -0.8% | -1.8% |
| 6M | +12.2% | -14.7% | +26.9% | +16.1% |
| YTD | +38.0% | -13.9% | +51.9% | +42.0% |
| 1Y | +38.9% | -18.6% | +57.5% | +44.7% |
| 3Y | +43.8% | -32.0% | +75.8% | +55.2% |
| 5Y | +30.4% | -1.0% | +31.4% | +25.0% |
| 10Y | +238.6% | -51.4% | +290.0% | +275.3% |
| All | +238.7% | +119.5% | +119.2% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling