+34.6%
EQIX vs TXT
+12.9%
+21.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.4% |
| 30D | +0.3% | -11.1% | +11.4% | +4.4% |
| 3M | -1.6% | -13.0% | +11.4% | +2.9% |
| 6M | +12.2% | -16.2% | +28.4% | +18.5% |
| YTD | +38.0% | -8.7% | +46.7% | +40.9% |
| 1Y | +38.9% | -3.8% | +42.7% | +38.9% |
| 3Y | +43.8% | +5.5% | +38.3% | +34.9% |
| All | +34.6% | +12.9% | +21.7% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling