+78.2%
NTNX vs TCOM
-16.2%
+94.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.6% |
| 7D | -3.1% | -4.9% | +1.8% | -1.9% |
| 30D | +2.0% | -14.4% | +16.4% | +6.0% |
| 3M | +34.0% | -17.7% | +51.6% | +40.1% |
| 6M | +72.4% | -25.1% | +97.5% | +84.5% |
| YTD | +27.5% | -45.7% | +73.3% | +47.5% |
| 1Y | -18.7% | -47.9% | +29.1% | -5.1% |
| 3Y | +80.8% | +8.9% | +71.8% | +63.0% |
| 5Y | +54.5% | +26.9% | +27.6% | +22.4% |
| All | +78.2% | -16.2% | +94.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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