+80.9%
NTNX vs TAP
-53.7%
+134.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +0.1% | -5.1% | +5.2% | +1.3% |
| 30D | +3.8% | -8.4% | +12.3% | +5.9% |
| 3M | +31.9% | -3.9% | +35.9% | +32.9% |
| 6M | +68.5% | -14.4% | +82.9% | +73.7% |
| YTD | +29.5% | -14.7% | +44.2% | +33.1% |
| 1Y | -11.6% | -18.7% | +7.0% | -8.3% |
| 3Y | +85.1% | -32.6% | +117.8% | +98.3% |
| 5Y | +54.8% | -1.4% | +56.2% | +43.7% |
| All | +80.9% | -53.7% | +134.7% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling