+637.8%
TSEM vs EQIX
+40.7%
+597.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.0% |
| 7D | +0.9% | -1.6% | +2.6% | +1.8% |
| 30D | -16.6% | -0.4% | -16.3% | -16.3% |
| 3M | -10.9% | -0.9% | -10.0% | -10.5% |
| 6M | +78.0% | +8.1% | +69.9% | +72.0% |
| YTD | +77.2% | +35.7% | +41.5% | +53.2% |
| 1Y | +207.6% | +34.0% | +173.6% | +166.7% |
| All | +637.8% | +40.7% | +597.1% | +537.7% |
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