-13.3%
TSLA vs EQIX
+29.1%
-42.4%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.9% | -7.3% | -4.3% |
| 7D | -4.7% | +4.6% | -9.3% | -5.9% |
| 30D | +1.7% | +3.0% | -1.3% | +0.7% |
| 3M | +17.7% | +0.7% | +16.9% | +17.0% |
| 6M | -1.9% | -1.7% | -0.1% | -2.3% |
| YTD | -14.3% | +39.7% | -54.0% | -21.8% |
| 1Y | -13.3% | +29.7% | -43.0% | -10.3% |
| All | -13.3% | +29.1% | -42.4% | -10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling