+0.8%
TFC vs EQIX
+50.1%
-49.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | +2.3% | +4.1% | -1.8% | +1.0% |
| 30D | +10.8% | +5.8% | +5.0% | +8.8% |
| 3M | -3.8% | -1.4% | -2.4% | -3.7% |
| 6M | +9.6% | -1.2% | +10.8% | +9.4% |
| YTD | +5.8% | +39.6% | -33.9% | -6.2% |
| 1Y | +16.2% | +36.8% | -20.7% | +3.6% |
| 3Y | +96.0% | +47.3% | +48.7% | +67.5% |
| All | +0.8% | +50.1% | -49.3% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling