+43.5%
EQIX vs TLN
+483.9%
-440.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +2.3% | +5.8% | -3.5% | +1.5% |
| 30D | +0.4% | -6.9% | +7.3% | +1.3% |
| 3M | -1.1% | -10.9% | +9.8% | 0.0% |
| 6M | +11.5% | -4.6% | +16.1% | +11.1% |
| YTD | +38.2% | -14.7% | +52.9% | +39.1% |
| 1Y | +36.7% | -17.9% | +54.6% | +37.7% |
| All | +43.5% | +483.9% | -440.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling