+3,363.8%
EQIX vs TNA
+944.8%
+2,419.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.1% |
| 7D | +2.3% | -3.6% | +5.9% | +3.2% |
| 30D | +0.4% | -10.1% | +10.5% | +2.8% |
| 3M | -1.1% | +2.7% | -3.8% | -2.2% |
| 6M | +11.5% | +38.4% | -26.9% | +1.7% |
| YTD | +38.2% | +45.4% | -7.2% | +23.6% |
| 1Y | +36.7% | +55.9% | -19.3% | +18.9% |
| 3Y | +44.1% | +109.8% | -65.7% | +6.5% |
| 5Y | +34.8% | -22.5% | +57.3% | +14.8% |
| 10Y | +248.8% | +87.5% | +161.2% | +69.1% |
| All | +3,363.8% | +944.8% | +2,419.0% | +439.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling