+80.5%
TSEM vs EQIX
+29.1%
+51.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.9% | -12.7% | -11.8% |
| 7D | -23.1% | +4.6% | -27.7% | -25.9% |
| 30D | -40.4% | +3.0% | -43.4% | -41.6% |
| 3M | -37.9% | +0.7% | -38.6% | -38.0% |
| 6M | -30.8% | -1.7% | -29.1% | -30.0% |
| YTD | +26.7% | +39.7% | -13.0% | +6.6% |
| 1Y | +80.5% | +29.7% | +50.7% | +79.8% |
| All | +80.5% | +29.1% | +51.4% | +79.8% |
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