+159.7%
EQIX vs TW
+211.4%
-51.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.4% |
| 7D | +1.3% | -3.5% | +4.8% | +2.4% |
| 30D | +0.3% | +0.5% | -0.2% | +0.1% |
| 3M | -1.6% | +4.9% | -6.5% | -4.1% |
| 6M | +12.2% | -17.1% | +29.3% | +17.9% |
| YTD | +38.0% | -3.9% | +41.8% | +37.2% |
| 1Y | +38.9% | -13.3% | +52.2% | +42.9% |
| 3Y | +43.8% | +20.9% | +22.9% | +27.9% |
| 5Y | +30.4% | +20.5% | +9.9% | +13.0% |
| All | +159.7% | +211.4% | -51.7% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling