-46.7%
TOST vs EQIX
+35.2%
-81.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.3% |
| 7D | -0.9% | +1.3% | -2.2% | -1.8% |
| 30D | -3.5% | +0.3% | -3.8% | -4.0% |
| 3M | +38.1% | -1.6% | +39.7% | +37.9% |
| 6M | +9.9% | +12.2% | -2.3% | -1.0% |
| YTD | -6.3% | +38.0% | -44.2% | -29.7% |
| 1Y | -18.3% | +38.9% | -57.2% | -39.4% |
| 3Y | +59.7% | +43.8% | +15.9% | +10.5% |
| All | -46.7% | +35.2% | -81.9% | -59.9% |
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 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