+5,259.7%
EQIX vs TCOM
+2,658.7%
+2,601.1%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.7% |
| 7D | +1.3% | -7.6% | +8.9% | +2.7% |
| 30D | +0.3% | -12.2% | +12.6% | +2.5% |
| 3M | -1.6% | -14.2% | +12.7% | +0.7% |
| 6M | +12.2% | -25.0% | +37.2% | +17.3% |
| YTD | +38.0% | -43.7% | +81.7% | +50.7% |
| 1Y | +38.9% | -44.5% | +83.5% | +51.9% |
| 3Y | +43.8% | +13.4% | +30.4% | +33.6% |
| 5Y | +30.4% | +26.5% | +3.9% | +11.6% |
| 10Y | +238.6% | -10.3% | +248.9% | +185.6% |
| All | +5,259.7% | +2,658.7% | +2,601.1% | +1,965.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling