+2,664.3%
TSLA vs EQIX
+246.8%
+2,417.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | -0.2% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +11.6% | -2.5% | +14.1% | +13.1% |
| 3M | -8.4% | 0.0% | -8.4% | -9.0% |
| 6M | -10.4% | +7.6% | -18.0% | -14.7% |
| YTD | -18.7% | +37.5% | -56.3% | -33.6% |
| 1Y | -0.9% | +32.9% | -33.8% | -17.8% |
| 3Y | +33.6% | +42.8% | -9.2% | +5.5% |
| 5Y | +48.9% | +35.8% | +13.1% | +18.0% |
| All | +2,664.3% | +246.8% | +2,417.5% | +1,293.5% |
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