-51.9%
TSLL vs EQIX
+62.5%
-114.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.5% | +7.4% | +7.4% |
| 7D | +5.8% | +1.3% | +4.5% | +4.7% |
| 30D | +21.7% | +0.3% | +21.4% | +21.2% |
| 3M | -28.2% | -1.6% | -26.7% | -27.9% |
| 6M | -29.5% | +12.2% | -41.6% | -38.2% |
| YTD | -47.5% | +38.0% | -85.5% | -64.4% |
| 1Y | -20.8% | +38.9% | -59.7% | -47.3% |
| 3Y | -26.7% | +43.8% | -70.5% | -49.8% |
| All | -51.9% | +62.5% | -114.4% | -69.9% |
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