+40.8%
EQIX vs TCOM
+7.1%
+33.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.6% | -1.8% |
| 7D | -1.6% | -6.5% | +4.9% | -1.3% |
| 30D | -0.4% | -16.2% | +15.9% | +0.4% |
| 3M | -0.9% | -19.3% | +18.4% | 0.0% |
| 6M | +8.1% | -27.2% | +35.4% | +9.8% |
| YTD | +35.7% | -46.2% | +81.8% | +40.1% |
| 1Y | +34.0% | -46.6% | +80.6% | +38.4% |
| All | +40.8% | +7.1% | +33.7% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling