-20.8%
TLT vs EQIX
+242.1%
-262.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -1.1% |
| 7D | -1.6% | -1.6% | +0.1% | -1.5% |
| 30D | -1.3% | -0.4% | -1.0% | -1.3% |
| 3M | -3.7% | -0.9% | -2.8% | -3.7% |
| 6M | -6.4% | +8.1% | -14.5% | -6.7% |
| YTD | -4.5% | +35.7% | -40.1% | -5.8% |
| 1Y | -5.9% | +34.0% | -39.8% | -7.2% |
| 3Y | -2.8% | +41.4% | -44.2% | -4.5% |
| 5Y | -35.1% | +34.0% | -69.1% | -36.8% |
| All | -20.8% | +242.1% | -262.9% | -25.2% |
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