+253.1%
TSEM vs EQIX
+38.4%
+214.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.5% | +8.3% | +8.1% |
| 7D | +6.9% | -0.8% | +7.7% | +7.3% |
| 30D | +5.3% | -1.4% | +6.7% | +6.4% |
| 3M | -14.9% | -4.4% | -10.5% | -12.9% |
| 6M | +80.0% | +7.9% | +72.1% | +75.9% |
| YTD | +89.4% | +37.3% | +52.1% | +72.8% |
| 1Y | +253.1% | +37.8% | +215.3% | +234.1% |
| All | +253.1% | +38.4% | +214.7% | +234.1% |
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