-35.2%
TSEM vs EQIX
+248.6%
-283.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +10.4% | +1.3% | +9.1% | +10.2% |
| 30D | -12.9% | +0.3% | -13.3% | -12.9% |
| 3M | -9.2% | -1.6% | -7.6% | -9.0% |
| 6M | +98.8% | +12.2% | +86.6% | +95.9% |
| YTD | +87.2% | +38.0% | +49.2% | +79.2% |
| 1Y | +239.0% | +38.9% | +200.0% | +223.9% |
| 3Y | +679.5% | +43.8% | +635.7% | +641.0% |
| 5Y | +667.3% | +30.4% | +636.9% | +631.9% |
| 10Y | +1,301.0% | +238.6% | +1,062.4% | +1,074.2% |
| All | -35.2% | +248.6% | -283.9% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling