+244.0%
EQIX vs TRI
+196.2%
+47.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.4% | +0.8% |
| 7D | +0.2% | -7.9% | +8.1% | +2.7% |
| 30D | -2.5% | -4.5% | +2.0% | -1.5% |
| 3M | 0.0% | +22.1% | -22.1% | -9.2% |
| 6M | +7.6% | -2.8% | +10.4% | +5.4% |
| YTD | +37.5% | -23.4% | +60.9% | +48.8% |
| 1Y | +32.9% | -41.5% | +74.4% | +64.9% |
| 3Y | +42.8% | -19.2% | +62.0% | +42.8% |
| 5Y | +35.8% | -9.4% | +45.2% | +25.3% |
| All | +244.0% | +196.2% | +47.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 10y: compounded portfolio wealth divided by compounded TRI 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…
10y analysis · Full analysis span regression · 6 months rolling