+16.3%
TFC vs EQIX
+33.7%
-17.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.5% |
| 7D | -2.5% | -1.6% | -0.8% | -2.4% |
| 30D | -2.8% | -0.4% | -2.5% | -2.8% |
| 3M | +2.1% | -0.9% | +3.1% | +2.2% |
| 6M | +10.1% | +8.1% | +2.0% | +10.5% |
| YTD | +5.4% | +35.7% | -30.2% | +3.3% |
| 1Y | +16.3% | +34.0% | -17.6% | +16.3% |
| All | +16.3% | +33.7% | -17.3% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling