+1,643.1%
TSM vs EQIX
+293.0%
+1,350.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | +6.2% | +4.1% | +2.1% | +4.5% |
| 30D | -7.3% | +5.8% | -13.1% | -9.2% |
| 3M | -7.1% | -1.4% | -5.7% | -6.5% |
| 6M | +0.2% | -1.2% | +1.5% | +0.6% |
| YTD | +32.2% | +39.6% | -7.4% | +15.1% |
| 1Y | +42.8% | +36.8% | +5.9% | +25.2% |
| 3Y | +330.4% | +47.3% | +283.1% | +262.9% |
| 5Y | +263.9% | +50.1% | +213.8% | +197.8% |
| All | +1,643.1% | +293.0% | +1,350.1% | +942.0% |
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 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