-19.7%
TSCO vs EQIX
+42.6%
-62.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | -5.7% | +0.2% | -5.8% | -5.7% |
| 30D | -8.8% | -2.5% | -6.3% | -8.3% |
| 3M | +6.3% | 0.0% | +6.4% | +5.9% |
| 6M | -32.3% | +7.6% | -39.9% | -33.7% |
| YTD | -32.7% | +37.5% | -70.2% | -38.2% |
| 1Y | -43.7% | +32.9% | -76.6% | -47.8% |
| 3Y | -19.7% | +42.8% | -62.4% | -25.7% |
| All | -19.7% | +42.6% | -62.3% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling