+220.4%
TSEM vs EQIX
+35.5%
+184.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +0.9% |
| 7D | -4.9% | +0.2% | -5.0% | -4.9% |
| 30D | -18.7% | -2.5% | -16.3% | -17.4% |
| 3M | -18.1% | 0.0% | -18.1% | -17.9% |
| 6M | +77.1% | +7.6% | +69.4% | +72.7% |
| YTD | +80.1% | +37.5% | +42.6% | +61.2% |
| 1Y | +220.4% | +32.9% | +187.5% | +190.7% |
| All | +220.4% | +35.5% | +184.9% | +190.7% |
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 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