+285.1%
EQIX vs TMF
-82.1%
+367.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.7% |
| 7D | +4.1% | -9.3% | +13.3% | +4.6% |
| 30D | +5.8% | +1.9% | +3.9% | +5.7% |
| 3M | -1.4% | -11.2% | +9.8% | -0.8% |
| 6M | -1.2% | -17.7% | +16.5% | -0.3% |
| YTD | +39.6% | -24.5% | +64.1% | +41.6% |
| 1Y | +36.8% | -29.4% | +66.3% | +39.2% |
| 3Y | +47.3% | -33.4% | +80.7% | +49.4% |
| 5Y | +50.1% | -88.7% | +138.8% | +48.2% |
| All | +285.1% | -82.1% | +367.1% | +248.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling