+237.0%
EQIX vs TYL
+18,101.5%
-17,864.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.6% | +0.5% |
| 7D | -0.8% | -3.7% | +2.9% | +0.1% |
| 30D | -1.4% | +18.7% | -20.2% | -5.6% |
| 3M | -4.4% | +18.1% | -22.6% | -8.9% |
| 6M | +7.9% | -1.1% | +9.1% | +6.8% |
| YTD | +37.3% | -19.8% | +57.1% | +41.3% |
| 1Y | +37.8% | -34.3% | +72.1% | +48.7% |
| 3Y | +42.0% | -8.2% | +50.2% | +39.5% |
| 5Y | +29.6% | -25.4% | +55.1% | +32.5% |
| 10Y | +238.3% | +115.6% | +122.7% | +166.9% |
| All | +237.0% | +18,101.5% | -17,864.5% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling