-56.8%
TSLL vs EQIX
+58.0%
-114.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +7.1% |
| 7D | -21.2% | -0.1% | -21.1% | -20.5% |
| 30D | -13.3% | -1.8% | -11.5% | -10.8% |
| 3M | +15.4% | -3.4% | +18.7% | +20.5% |
| 6M | -34.2% | -6.0% | -28.2% | -29.9% |
| YTD | -52.9% | +34.2% | -87.1% | -66.8% |
| 1Y | -54.3% | +26.2% | -80.6% | -65.4% |
| 3Y | -18.4% | +41.7% | -60.0% | -42.9% |
| All | -56.8% | +58.0% | -114.9% | -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