+34.8%
EQIX vs TSN
-20.2%
+55.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +2.3% | -7.3% | +9.6% | +3.5% |
| 30D | +0.4% | -8.6% | +9.1% | +1.8% |
| 3M | -1.1% | -7.5% | +6.4% | -0.1% |
| 6M | +11.5% | -14.1% | +25.6% | +13.8% |
| YTD | +38.2% | -9.4% | +47.7% | +39.4% |
| 1Y | +36.7% | -4.1% | +40.8% | +36.0% |
| 3Y | +44.1% | +10.3% | +33.7% | +36.3% |
| 5Y | +34.8% | -19.7% | +54.6% | +39.7% |
| All | +34.8% | -20.2% | +55.0% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling