-49.1%
TSLL vs EQIX
+64.4%
-113.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.8% | -1.9% | -1.9% |
| 7D | +17.8% | +4.1% | +13.8% | +13.5% |
| 30D | +8.2% | +5.8% | +2.4% | +3.5% |
| 3M | +20.9% | -1.4% | +22.3% | +24.3% |
| 6M | -37.5% | -1.2% | -36.3% | -36.5% |
| YTD | -44.5% | +39.6% | -84.1% | -62.3% |
| 1Y | -33.0% | +36.8% | -69.8% | -53.5% |
| 3Y | -6.4% | +47.3% | -53.6% | -36.9% |
| All | -49.1% | +64.4% | -113.6% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling