+78.2%
NTNX vs TDY
+463.3%
-385.2%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.1% |
| 7D | -3.1% | -1.1% | -2.0% | -2.5% |
| 30D | +2.0% | -12.0% | +14.0% | +9.5% |
| 3M | +34.0% | -3.2% | +37.2% | +35.5% |
| 6M | +72.4% | -7.9% | +80.3% | +78.0% |
| YTD | +27.5% | +18.2% | +9.3% | +11.3% |
| 1Y | -18.7% | +6.7% | -25.4% | -24.6% |
| 3Y | +80.8% | +47.5% | +33.2% | +34.7% |
| 5Y | +54.5% | +39.5% | +15.0% | +18.9% |
| All | +78.2% | +463.3% | -385.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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