+2,144.9%
EQIX vs TMF
-70.3%
+2,215.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.4% | -0.6% |
| 7D | +3.5% | -1.1% | +4.6% | +3.5% |
| 30D | +2.3% | +11.8% | -9.5% | +2.9% |
| 3M | +1.1% | -4.0% | +5.2% | +1.0% |
| 6M | -1.1% | -16.5% | +15.4% | -1.8% |
| YTD | +39.1% | -19.9% | +59.0% | +37.9% |
| 1Y | +29.5% | -25.6% | +55.1% | +27.9% |
| 3Y | +45.8% | -29.9% | +75.7% | +44.7% |
| 5Y | +48.4% | -88.2% | +136.7% | +25.9% |
| 10Y | +285.1% | -81.7% | +366.8% | +262.5% |
| All | +2,144.9% | -70.3% | +2,215.2% | +2,665.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling