+32.9%
TSLA vs EQIX
+40.7%
-7.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.2% |
| 7D | -3.4% | -1.6% | -1.8% | -2.5% |
| 30D | +9.2% | -0.4% | +9.6% | +9.3% |
| 3M | -4.7% | -0.9% | -3.8% | -4.9% |
| 6M | -8.9% | +8.1% | -17.1% | -13.5% |
| YTD | -19.2% | +35.7% | -54.8% | -33.6% |
| 1Y | +4.5% | +34.0% | -29.4% | -14.0% |
| All | +32.9% | +40.7% | -7.8% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling