+95.3%
TFC vs EQIX
+242.1%
-146.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -2.5% | -1.6% | -0.8% | -2.0% |
| 30D | -2.8% | -0.4% | -2.5% | -2.8% |
| 3M | +2.1% | -0.9% | +3.1% | +2.1% |
| 6M | +10.1% | +8.1% | +2.0% | +7.2% |
| YTD | +5.4% | +35.7% | -30.2% | -4.9% |
| 1Y | +16.3% | +34.0% | -17.6% | +5.2% |
| 3Y | +95.9% | +41.4% | +54.4% | +71.9% |
| 5Y | +16.0% | +34.0% | -18.0% | +1.1% |
| All | +95.3% | +242.1% | -146.8% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling