+285.0%
TSM vs EQIX
+31.3%
+253.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +4.8% | +2.3% | +2.4% | +3.7% |
| 30D | +4.0% | +0.4% | +3.6% | +3.8% |
| 3M | +2.0% | -1.1% | +3.1% | +2.1% |
| 6M | +25.5% | +11.5% | +14.0% | +19.1% |
| YTD | +44.0% | +38.2% | +5.8% | +23.7% |
| 1Y | +75.4% | +36.7% | +38.8% | +51.1% |
| 3Y | +406.7% | +44.1% | +362.7% | +322.6% |
| 5Y | +285.0% | +34.8% | +250.1% | +195.9% |
| All | +285.0% | +31.3% | +253.7% | +195.9% |
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