+22.2%
TMUS vs EQIX
+50.3%
-28.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +6.5% | +7.6% | -1.1% | +5.9% |
| 30D | +11.3% | +5.2% | +6.0% | +10.8% |
| 3M | -2.9% | +0.8% | -3.7% | -3.0% |
| 6M | -10.5% | +0.2% | -10.8% | -10.6% |
| YTD | -14.4% | +42.2% | -56.6% | -18.3% |
| 1Y | -17.9% | +34.7% | -52.6% | -21.1% |
| All | +22.2% | +50.3% | -28.1% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling