-12.6%
TLT vs EQIX
+293.0%
-305.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | -0.4% |
| 7D | -3.1% | +4.1% | -7.2% | -3.3% |
| 30D | +1.0% | +5.8% | -4.8% | +0.8% |
| 3M | -2.7% | -1.4% | -1.3% | -2.7% |
| 6M | -4.1% | -1.2% | -2.9% | -4.2% |
| YTD | -5.4% | +39.6% | -45.0% | -6.8% |
| 1Y | -7.0% | +36.8% | -43.9% | -8.3% |
| 3Y | +2.8% | +47.3% | -44.4% | +1.0% |
| 5Y | -35.4% | +50.1% | -85.5% | -36.9% |
| All | -12.6% | +293.0% | -305.6% | -18.2% |
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