+2,114.9%
EQIX vs TMF
-68.9%
+2,183.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -0.8% | -1.4% | +0.6% | -0.9% |
| 30D | -1.4% | -2.8% | +1.4% | -1.6% |
| 3M | -4.4% | -10.9% | +6.5% | -4.9% |
| 6M | +7.9% | -21.3% | +29.3% | +6.9% |
| YTD | +37.3% | -15.9% | +53.2% | +36.3% |
| 1Y | +37.8% | -15.7% | +53.5% | +36.9% |
| 3Y | +42.0% | -43.4% | +85.3% | +38.5% |
| 5Y | +29.6% | -87.8% | +117.4% | +10.3% |
| 10Y | +238.3% | -86.7% | +325.1% | +200.9% |
| All | +2,114.9% | -68.9% | +2,183.8% | +2,633.1% |
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