+4.6%
TSLA vs EQIX
+38.4%
-33.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.8% |
| 7D | +1.5% | -0.8% | +2.3% | +1.7% |
| 30D | +10.1% | -1.4% | +11.6% | +10.3% |
| 3M | -15.4% | -4.4% | -11.0% | -15.0% |
| 6M | -12.8% | +7.9% | -20.7% | -13.8% |
| YTD | -21.3% | +37.3% | -58.5% | -24.9% |
| 1Y | +4.6% | +37.8% | -33.2% | -0.1% |
| All | +4.6% | +38.4% | -33.8% | -0.1% |
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