+270.1%
TSM vs EQIX
+51.6%
+218.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | +14.8% | +7.6% | +7.3% | +11.1% |
| 30D | -8.9% | +5.2% | -14.1% | -10.8% |
| 3M | -5.3% | +0.8% | -6.1% | -5.5% |
| 6M | +2.6% | +0.2% | +2.3% | +2.2% |
| YTD | +34.5% | +42.2% | -7.7% | +13.8% |
| 1Y | +41.0% | +34.7% | +6.3% | +22.2% |
| 3Y | +333.1% | +49.0% | +284.1% | +254.5% |
| 5Y | +270.1% | +52.8% | +217.3% | +178.6% |
| All | +270.1% | +51.6% | +218.5% | +178.6% |
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