+248.9%
EQIX vs TAP
+123.5%
+125.4%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | +7.6% | -6.3% | +13.9% | +9.3% |
| 30D | +5.2% | +2.7% | +2.5% | +4.1% |
| 3M | +0.8% | -3.7% | +4.5% | +1.2% |
| 6M | +0.2% | -2.0% | +2.3% | -0.2% |
| YTD | +42.2% | -12.3% | +54.5% | +45.0% |
| 1Y | +34.7% | -10.1% | +44.8% | +36.3% |
| 3Y | +49.0% | -25.3% | +74.3% | +56.1% |
| 5Y | +52.8% | -1.9% | +54.8% | +46.6% |
| 10Y | +300.4% | -47.8% | +348.2% | +332.7% |
| All | +248.9% | +123.5% | +125.4% | +206.9% |
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