+36.8%
EQIX vs TMF
-30.5%
+67.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | +4.1% | -9.3% | +13.3% | +5.9% |
| 30D | +5.8% | +1.9% | +3.9% | +4.9% |
| 3M | -1.4% | -11.2% | +9.8% | +1.4% |
| 6M | -1.2% | -17.7% | +16.5% | +3.4% |
| YTD | +39.6% | -24.5% | +64.1% | +50.4% |
| 1Y | +36.8% | -29.4% | +66.3% | +48.3% |
| All | +36.8% | -30.5% | +67.3% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling