+238.6%
EQIX vs TMF
-86.8%
+325.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.3% | +1.0% | +0.3% | +1.3% |
| 30D | +0.3% | -1.8% | +2.2% | +0.4% |
| 3M | -1.6% | -8.2% | +6.7% | -1.1% |
| 6M | +12.2% | -19.5% | +31.7% | +13.5% |
| YTD | +38.0% | -16.0% | +53.9% | +39.2% |
| 1Y | +38.9% | -22.5% | +61.4% | +40.7% |
| 3Y | +43.8% | -42.3% | +86.1% | +46.0% |
| 5Y | +30.4% | -87.7% | +118.1% | +29.7% |
| 10Y | +238.6% | -86.5% | +325.1% | +223.7% |
| All | +238.6% | -86.8% | +325.4% | +223.7% |
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