-44.5%
TOST vs EQIX
+36.8%
-81.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +4.6% |
| 7D | 0.0% | +4.1% | -4.0% | -2.7% |
| 30D | +16.2% | +5.8% | +10.4% | +11.2% |
| 3M | -1.5% | -1.4% | -0.1% | -1.9% |
| 6M | +55.3% | -1.2% | +56.5% | +52.6% |
| YTD | -2.3% | +39.6% | -42.0% | -28.1% |
| 1Y | -5.5% | +36.8% | -42.4% | -29.4% |
| 3Y | +151.1% | +47.3% | +103.9% | +68.8% |
| 5Y | -27.9% | +50.1% | -78.1% | -52.6% |
| All | -44.5% | +36.8% | -81.4% | -59.0% |
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