+244.0%
EQIX vs TXT
+107.7%
+136.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.8% |
| 7D | +0.2% | +2.5% | -2.3% | -0.4% |
| 30D | -2.5% | -8.9% | +6.4% | -0.4% |
| 3M | 0.0% | -13.6% | +13.5% | +3.2% |
| 6M | +7.6% | -13.1% | +20.7% | +10.8% |
| YTD | +37.5% | -7.0% | +44.5% | +39.1% |
| 1Y | +32.9% | -1.4% | +34.3% | +32.5% |
| 3Y | +42.8% | +7.0% | +35.8% | +38.2% |
| 5Y | +35.8% | +15.4% | +20.4% | +28.1% |
| All | +244.0% | +107.7% | +136.2% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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