+1,757.1%
TSM vs EQIX
+242.1%
+1,515.0%
-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% | +0.2% | -0.9% |
| 7D | +2.6% | -1.6% | +4.3% | +3.3% |
| 30D | +1.4% | -0.4% | +1.8% | +1.5% |
| 3M | +5.0% | -0.9% | +5.9% | +5.0% |
| 6M | +24.0% | +8.1% | +15.8% | +19.7% |
| YTD | +41.6% | +35.7% | +5.9% | +24.3% |
| 1Y | +66.2% | +34.0% | +32.2% | +46.4% |
| 3Y | +398.2% | +41.4% | +356.8% | +325.3% |
| 5Y | +277.6% | +34.0% | +243.6% | +220.6% |
| All | +1,757.1% | +242.1% | +1,515.0% | +1,020.8% |
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