+42.2%
EQIX vs TYL
-21.3%
+63.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.1% |
| 7D | -0.1% | +6.7% | -6.8% | -1.6% |
| 30D | -1.8% | +26.5% | -28.4% | -7.4% |
| 3M | -3.4% | +37.3% | -40.6% | -11.2% |
| 6M | -6.0% | +31.2% | -37.2% | -13.5% |
| YTD | +34.2% | -7.4% | +41.6% | +37.7% |
| 1Y | +26.2% | -9.6% | +35.8% | +30.6% |
| 3Y | +41.7% | +1.9% | +39.8% | +34.7% |
| All | +42.2% | -21.3% | +63.5% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling