+119.5%
EQIX vs TXG
+27.0%
+92.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -2.0% | +0.9% |
| 7D | +0.2% | +9.5% | -9.3% | -1.1% |
| 30D | -2.5% | +18.8% | -21.2% | -4.9% |
| 3M | 0.0% | +136.1% | -136.2% | -12.2% |
| 6M | +7.6% | +235.2% | -227.6% | -10.9% |
| YTD | +37.5% | +320.5% | -283.0% | +9.2% |
| 1Y | +32.9% | +425.2% | -392.3% | +0.6% |
| 3Y | +42.8% | +42.9% | -0.1% | +26.5% |
| 5Y | +35.8% | -62.8% | +98.7% | +37.2% |
| All | +119.5% | +27.0% | +92.5% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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