+309.3%
TEL vs EQIX
+246.8%
+62.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.4% | +2.2% | +3.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -0.7% | -2.5% | +1.8% | +0.2% |
| 3M | +2.4% | 0.0% | +2.5% | +2.1% |
| 6M | +4.1% | +7.6% | -3.5% | +1.1% |
| YTD | -5.8% | +37.5% | -43.3% | -16.7% |
| 1Y | +0.9% | +32.9% | -32.0% | -9.8% |
| 3Y | +72.6% | +42.8% | +29.8% | +47.3% |
| 5Y | +57.5% | +35.8% | +21.7% | +33.2% |
| All | +309.3% | +246.8% | +62.6% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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