+237.0%
EQIX vs TXT
+245.3%
-8.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.8% | -4.8% | +4.0% | +0.6% |
| 30D | -1.4% | -10.6% | +9.2% | +1.9% |
| 3M | -4.4% | -13.2% | +8.7% | -0.6% |
| 6M | +7.9% | -20.3% | +28.3% | +15.0% |
| YTD | +37.3% | -9.3% | +46.5% | +40.3% |
| 1Y | +37.8% | -2.7% | +40.5% | +37.7% |
| 3Y | +42.0% | +1.4% | +40.6% | +38.1% |
| 5Y | +29.6% | +9.6% | +20.1% | +21.6% |
| 10Y | +238.3% | +94.9% | +143.4% | +138.7% |
| All | +237.0% | +245.3% | -8.3% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling