+78.2%
NTNX vs TKO
+932.1%
-853.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -3.1% | +2.3% | -5.5% | -3.9% |
| 30D | +2.0% | -2.5% | +4.4% | +2.6% |
| 3M | +34.0% | -10.6% | +44.6% | +38.4% |
| 6M | +72.4% | -5.1% | +77.4% | +74.3% |
| YTD | +27.5% | -8.2% | +35.7% | +29.9% |
| 1Y | -18.7% | -4.4% | -14.3% | -18.7% |
| 3Y | +80.8% | +100.4% | -19.6% | +35.8% |
| 5Y | +54.5% | +294.3% | -239.8% | -14.0% |
| All | +78.2% | +932.1% | -853.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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