+365.8%
TTD vs EQIX
+255.5%
+110.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.2% |
| 7D | +1.7% | +1.3% | +0.4% | +0.8% |
| 30D | +1.6% | +0.3% | +1.3% | +1.0% |
| 3M | -27.8% | -1.6% | -26.3% | -27.8% |
| 6M | -52.1% | +12.2% | -64.3% | -56.5% |
| YTD | -63.1% | +38.0% | -101.0% | -71.6% |
| 1Y | -73.1% | +38.9% | -112.0% | -79.5% |
| 3Y | -83.3% | +43.8% | -127.1% | -88.1% |
| 5Y | -80.6% | +30.4% | -111.0% | -85.2% |
| All | +365.8% | +255.5% | +110.3% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling