-37.7%
TSLL vs EQIX
+7.8%
-45.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.6% |
| 7D | +1.9% | -0.8% | +2.7% | +2.5% |
| 30D | +17.8% | -1.4% | +19.2% | +18.6% |
| 3M | -37.0% | -4.4% | -32.6% | -34.9% |
| 6M | -37.7% | +7.9% | -45.6% | -51.4% |
| All | -37.7% | +7.8% | -45.5% | -51.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling