+233.0%
EQIX vs TDY
+3,039.5%
-2,806.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.1% | -1.9% |
| 7D | -1.6% | -1.9% | +0.2% | -1.0% |
| 30D | -0.4% | -12.5% | +12.1% | +4.6% |
| 3M | -0.9% | -0.8% | -0.1% | -0.9% |
| 6M | +8.1% | -9.0% | +17.1% | +11.3% |
| YTD | +35.7% | +16.8% | +18.9% | +26.9% |
| 1Y | +34.0% | +9.5% | +24.5% | +28.1% |
| 3Y | +41.4% | +45.4% | -4.0% | +20.5% |
| 5Y | +34.0% | +37.8% | -3.8% | +15.7% |
| 10Y | +242.4% | +470.2% | -227.9% | +61.9% |
| All | +233.0% | +3,039.5% | -2,806.5% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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