[jrv]

There's different tradeoffs... Prometheus's own federation is a pretty simple scrape-time federation - a Prometheus server pulls over the most recent samples of a subset of another Prometheus server's metrics on an ongoing basis. Thanos does query-time federation rather than actually collecting and persisting data for all "federated" servers in a central place (other than the e.g. S3 bucket for long-term data). So with Prometheus federation you have to choose pretty carefully which aggregated stats you'd like to pull into some higher-up Prometheus layer, and then you only have access to those (in that server). Thanos allows you to query over the data in multiple Prometheus servers at once, in all their detail.

And I think Cortex is mostly useful for people who want to run a big centralized, multi-tenant service in their org to keep all the global view and long-term data. (most people tend to use Thanos)