+244.0%
EQIX vs TSN
-4.9%
+248.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.2% |
| 7D | +0.2% | +3.0% | -2.9% | -0.4% |
| 30D | -2.5% | -4.2% | +1.7% | -1.8% |
| 3M | 0.0% | -3.9% | +3.8% | +0.4% |
| 6M | +7.6% | -9.8% | +17.5% | +9.1% |
| YTD | +37.5% | -7.3% | +44.8% | +38.4% |
| 1Y | +32.9% | -2.2% | +35.1% | +32.2% |
| 3Y | +42.8% | +11.9% | +30.9% | +36.8% |
| 5Y | +35.8% | -16.9% | +52.8% | +37.1% |
| All | +244.0% | -4.9% | +248.9% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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