+292.0%
EQIX vs TYL
+183.3%
+108.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +7.6% | -1.6% | +9.1% | +8.0% |
| 30D | +5.2% | +22.1% | -16.9% | -1.1% |
| 3M | +0.8% | +33.4% | -32.5% | -8.3% |
| 6M | +0.2% | +36.8% | -36.6% | -10.7% |
| YTD | +42.2% | -6.7% | +48.8% | +42.5% |
| 1Y | +34.7% | -9.2% | +44.0% | +36.3% |
| 3Y | +49.0% | +1.2% | +47.8% | +40.7% |
| 5Y | +52.8% | -23.0% | +75.9% | +55.2% |
| All | +292.0% | +183.3% | +108.7% | +168.0% |
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