+120.6%
EQIX vs TXG
+24.6%
+96.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | +2.3% | +9.1% | -6.8% | +1.1% |
| 30D | +0.4% | +14.9% | -14.4% | -1.6% |
| 3M | -1.1% | +120.0% | -121.1% | -12.3% |
| 6M | +11.5% | +221.8% | -210.3% | -7.2% |
| YTD | +38.2% | +312.6% | -274.4% | +10.0% |
| 1Y | +36.7% | +398.4% | -361.8% | +4.3% |
| 3Y | +44.1% | +42.1% | +2.0% | +27.7% |
| 5Y | +34.8% | -63.5% | +98.3% | +36.5% |
| All | +120.6% | +24.6% | +96.0% | +69.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling