+394.9%
TTWO vs EQIX
+246.8%
+148.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -1.2% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -11.3% | -2.5% | -8.9% | -10.6% |
| 3M | +1.6% | 0.0% | +1.6% | +1.1% |
| 6M | +2.1% | +7.6% | -5.6% | -1.4% |
| YTD | -15.8% | +37.5% | -53.4% | -26.6% |
| 1Y | -12.6% | +32.9% | -45.5% | -22.9% |
| 3Y | +48.2% | +42.8% | +5.5% | +23.6% |
| 5Y | +40.0% | +35.8% | +4.1% | +16.4% |
| All | +394.9% | +246.8% | +148.1% | +187.5% |
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 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