+267.7%
EQIX vs TYL
+174.6%
+93.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +6.1% | +3.5% | +2.6% | +5.0% |
| 30D | +2.8% | +26.9% | -24.1% | -4.5% |
| 3M | +1.6% | +33.8% | -32.2% | -7.8% |
| 6M | -0.7% | +28.8% | -29.5% | -9.9% |
| YTD | +39.7% | -7.9% | +47.6% | +40.6% |
| 1Y | +30.6% | -9.8% | +40.4% | +32.2% |
| 3Y | +48.4% | +1.2% | +47.2% | +39.9% |
| 5Y | +46.0% | -22.8% | +68.8% | +47.9% |
| 10Y | +267.7% | +168.8% | +98.9% | +152.6% |
| All | +267.7% | +174.6% | +93.1% | +152.6% |
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