+357.0%
TPR vs EQIX
+300.0%
+56.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -1.1% | +7.6% | -8.7% | -4.1% |
| 30D | +15.1% | +5.2% | +9.9% | +12.3% |
| 3M | -13.4% | +0.8% | -14.2% | -14.3% |
| 6M | +1.4% | +0.2% | +1.1% | +0.2% |
| YTD | +4.8% | +42.2% | -37.4% | -11.1% |
| 1Y | +29.2% | +34.7% | -5.5% | +12.2% |
| 3Y | +403.7% | +49.0% | +354.7% | +315.4% |
| 5Y | +230.8% | +52.8% | +178.0% | +162.7% |
| All | +357.0% | +300.0% | +56.9% | +167.7% |
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