+52.8%
EQIX vs TXT
+10.3%
+42.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | +7.6% | -1.1% | +8.6% | +7.9% |
| 30D | +5.2% | +13.3% | -8.0% | +0.5% |
| 3M | +0.8% | -5.1% | +5.9% | +2.3% |
| 6M | +0.2% | -7.1% | +7.4% | +2.2% |
| YTD | +42.2% | -3.2% | +45.4% | +41.8% |
| 1Y | +34.7% | +2.3% | +32.4% | +31.6% |
| 3Y | +49.0% | +11.1% | +37.9% | +36.5% |
| 5Y | +52.8% | +10.0% | +42.8% | +31.9% |
| All | +52.8% | +10.3% | +42.5% | +31.9% |
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 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