+78.2%
NTNX vs TAP
-53.2%
+131.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.5% |
| 7D | -3.1% | -3.9% | +0.7% | -2.3% |
| 30D | +2.0% | -5.3% | +7.2% | +3.1% |
| 3M | +34.0% | -3.8% | +37.7% | +34.9% |
| 6M | +72.4% | -11.4% | +83.8% | +76.2% |
| YTD | +27.5% | -13.7% | +41.3% | +30.8% |
| 1Y | -18.7% | -17.2% | -1.5% | -16.0% |
| 3Y | +80.8% | -33.1% | +113.8% | +94.1% |
| 5Y | +54.5% | +0.8% | +53.7% | +42.5% |
| All | +78.2% | -53.2% | +131.4% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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