+1,282.5%
TSEM vs EQIX
+246.8%
+1,035.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | -4.9% | +0.2% | -5.0% | -4.9% |
| 30D | -18.7% | -2.5% | -16.3% | -17.9% |
| 3M | -18.1% | 0.0% | -18.1% | -18.1% |
| 6M | +77.1% | +7.6% | +69.4% | +73.0% |
| YTD | +80.1% | +37.5% | +42.6% | +61.5% |
| 1Y | +220.4% | +32.9% | +187.5% | +190.2% |
| 3Y | +650.1% | +42.8% | +607.3% | +560.8% |
| 5Y | +628.9% | +35.8% | +593.0% | +540.7% |
| All | +1,282.5% | +246.8% | +1,035.7% | +749.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling