+238.6%
EQIX vs TYL
+106.7%
+131.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +1.9% |
| 7D | +1.3% | -7.6% | +8.9% | +3.7% |
| 30D | +0.3% | +11.3% | -11.0% | -3.3% |
| 3M | -1.6% | +14.5% | -16.1% | -6.7% |
| 6M | +12.2% | -7.1% | +19.3% | +13.1% |
| YTD | +38.0% | -23.4% | +61.4% | +47.5% |
| 1Y | +38.9% | -38.6% | +77.5% | +61.6% |
| 3Y | +43.8% | -11.3% | +55.1% | +40.5% |
| 5Y | +30.4% | -28.0% | +58.3% | +34.2% |
| 10Y | +238.6% | +104.9% | +133.8% | +157.6% |
| All | +238.6% | +106.7% | +131.9% | +157.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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