-45.7%
TOST vs EQIX
+34.5%
-80.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.4% |
| 7D | -3.4% | -0.8% | -2.6% | -2.9% |
| 30D | -2.4% | -1.4% | -1.0% | -1.8% |
| 3M | +34.6% | -4.4% | +39.0% | +37.2% |
| 6M | +15.2% | +7.9% | +7.3% | +6.7% |
| YTD | -4.4% | +37.3% | -41.7% | -28.1% |
| 1Y | -17.4% | +37.8% | -55.2% | -38.4% |
| 3Y | +54.5% | +42.0% | +12.5% | +8.1% |
| All | -45.7% | +34.5% | -80.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling