+617.0%
TSEM vs EQIX
+33.7%
+583.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.8% | -2.1% | -3.3% |
| 7D | +0.9% | -1.6% | +2.6% | +1.5% |
| 30D | -16.6% | -0.4% | -16.3% | -16.4% |
| 3M | -10.9% | -0.9% | -10.0% | -10.6% |
| 6M | +78.0% | +8.1% | +69.9% | +73.9% |
| YTD | +77.2% | +35.7% | +41.5% | +60.3% |
| 1Y | +207.6% | +34.0% | +173.6% | +179.0% |
| 3Y | +637.8% | +41.4% | +596.4% | +561.2% |
| 5Y | +617.0% | +34.0% | +583.0% | +546.0% |
| All | +617.0% | +33.7% | +583.2% | +546.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling