+320.5%
TPR vs EQIX
+240.0%
+80.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.9% |
| 7D | -3.4% | +1.3% | -4.7% | -3.9% |
| 30D | -27.3% | +0.3% | -27.6% | -27.6% |
| 3M | -16.2% | -1.6% | -14.7% | -16.1% |
| 6M | -17.9% | +12.2% | -30.1% | -22.1% |
| YTD | -7.1% | +38.0% | -45.1% | -19.6% |
| 1Y | +13.6% | +38.9% | -25.3% | -2.1% |
| 3Y | +293.7% | +43.8% | +249.9% | +231.2% |
| 5Y | +239.1% | +30.4% | +208.7% | +187.4% |
| All | +320.5% | +240.0% | +80.5% | +151.1% |
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