-40.6%
TOST vs EQIX
+42.9%
-83.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.4% |
| 7D | +9.4% | -0.1% | +9.5% | +9.3% |
| 30D | +13.5% | -1.8% | +15.3% | +14.3% |
| 3M | -0.1% | -3.4% | +3.2% | +0.8% |
| 6M | +22.5% | -6.0% | +28.5% | +24.4% |
| YTD | -2.4% | +34.2% | -36.6% | -26.1% |
| 1Y | -4.7% | +26.2% | -30.9% | -24.3% |
| 3Y | +103.2% | +41.7% | +61.6% | +40.4% |
| All | -40.6% | +42.9% | -83.5% | -59.8% |
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 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