+36.5%
EQIX vs TNA
-23.3%
+59.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +0.2% | -7.3% | +7.4% | +1.7% |
| 30D | -2.5% | -14.2% | +11.7% | +0.4% |
| 3M | 0.0% | -4.6% | +4.5% | +0.5% |
| 6M | +7.6% | +36.9% | -29.3% | -0.3% |
| YTD | +37.5% | +42.5% | -5.0% | +25.3% |
| 1Y | +32.9% | +45.8% | -12.9% | +19.4% |
| 3Y | +42.8% | +104.7% | -61.9% | +8.7% |
| All | +36.5% | -23.3% | +59.9% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling