-48.5%
TE vs EQIX
+99.2%
-147.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.5% | +9.5% | +9.8% |
| 7D | +18.2% | +1.3% | +16.9% | +17.6% |
| 30D | -13.5% | +0.3% | -13.8% | -13.7% |
| 3M | -44.6% | -1.6% | -43.0% | -44.3% |
| 6M | -24.7% | +12.2% | -36.9% | -28.0% |
| YTD | -24.3% | +38.0% | -62.2% | -34.6% |
| 1Y | +155.6% | +38.9% | +116.6% | +120.7% |
| 3Y | -18.3% | +43.8% | -62.1% | -30.7% |
| 5Y | -41.3% | +30.4% | -71.7% | -52.4% |
| All | -48.5% | +99.2% | -147.6% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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