-55.4%
TSLL vs EQIX
+61.7%
-117.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.4% |
| 7D | +1.9% | -0.8% | +2.7% | +3.0% |
| 30D | +17.8% | -1.4% | +19.2% | +19.3% |
| 3M | -37.0% | -4.4% | -32.6% | -34.8% |
| 6M | -37.7% | +7.9% | -45.6% | -43.2% |
| YTD | -51.4% | +37.3% | -88.7% | -66.9% |
| 1Y | -23.4% | +37.8% | -61.2% | -48.5% |
| 3Y | -30.8% | +42.0% | -72.8% | -52.0% |
| All | -55.4% | +61.7% | -117.1% | -71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling