+247.4%
EQIX vs TAP
+124.3%
+123.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +1.3% | -8.0% | +9.3% | +3.4% |
| 30D | +3.4% | +4.1% | -0.6% | +2.0% |
| 3M | +3.9% | -4.4% | +8.3% | +4.5% |
| 6M | -0.7% | -1.9% | +1.2% | -1.2% |
| YTD | +41.5% | -12.1% | +53.6% | +44.2% |
| 1Y | +32.9% | -12.0% | +44.9% | +35.2% |
| 3Y | +48.3% | -25.0% | +73.4% | +55.3% |
| 5Y | +52.3% | -1.1% | +53.4% | +45.8% |
| 10Y | +298.6% | -47.6% | +346.2% | +330.5% |
| All | +247.4% | +124.3% | +123.2% | +205.3% |
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