+158.8%
EQIX vs TW
+206.7%
-47.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +0.2% | -4.5% | +4.7% | +1.6% |
| 30D | -2.5% | -2.3% | -0.2% | -1.9% |
| 3M | 0.0% | +2.6% | -2.6% | -1.9% |
| 6M | +7.6% | -17.5% | +25.2% | +13.3% |
| YTD | +37.5% | -5.3% | +42.8% | +37.3% |
| 1Y | +32.9% | -14.8% | +47.7% | +37.5% |
| 3Y | +42.8% | +18.8% | +23.9% | +27.6% |
| 5Y | +35.8% | +20.7% | +15.1% | +17.6% |
| All | +158.8% | +206.7% | -47.9% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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