+29.8%
EQIX vs TYL
-25.2%
+55.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | +0.6% |
| 7D | -0.8% | -3.7% | +2.9% | +0.1% |
| 30D | -1.4% | +18.7% | -20.2% | -6.0% |
| 3M | -4.4% | +18.1% | -22.6% | -9.3% |
| 6M | +7.9% | -1.1% | +9.1% | +7.3% |
| YTD | +37.3% | -19.8% | +57.1% | +46.3% |
| 1Y | +37.8% | -34.3% | +72.1% | +58.9% |
| 3Y | +42.0% | -8.2% | +50.2% | +37.2% |
| All | +29.8% | -25.2% | +55.0% | +27.9% |
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