+80.9%
NTNX vs TMF
-86.9%
+167.8%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.8% | -0.9% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | +3.8% | -1.0% | +4.8% | +3.8% |
| 3M | +31.9% | -11.3% | +43.2% | +30.8% |
| 6M | +68.5% | -22.7% | +91.2% | +65.4% |
| YTD | +29.5% | -17.3% | +46.9% | +27.8% |
| 1Y | -11.6% | -22.5% | +10.9% | -13.1% |
| 3Y | +85.1% | -43.2% | +128.3% | +79.2% |
| 5Y | +54.8% | -88.3% | +143.1% | +23.9% |
| All | +80.9% | -86.9% | +167.8% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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