+60.5%
TEM vs EQIX
+41.4%
+19.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.4% |
| 30D | +38.4% | -1.4% | +39.8% | +39.4% |
| 3M | +23.7% | -4.4% | +28.1% | +25.8% |
| 6M | +26.0% | +7.9% | +18.0% | +17.8% |
| YTD | +9.4% | +37.3% | -27.8% | -17.2% |
| 1Y | -17.3% | +37.8% | -55.1% | -37.5% |
| All | +60.5% | +41.4% | +19.1% | +19.2% |
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