+78.9%
NTNX vs TW
+206.7%
-127.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -3.1% | -4.5% | +1.3% | -1.0% |
| 30D | +2.0% | -2.3% | +4.2% | +3.1% |
| 3M | +34.0% | +2.6% | +31.4% | +31.0% |
| 6M | +72.4% | -17.5% | +89.9% | +87.8% |
| YTD | +27.5% | -5.3% | +32.8% | +29.2% |
| 1Y | -18.7% | -14.8% | -4.0% | -13.5% |
| 3Y | +80.8% | +18.8% | +61.9% | +59.4% |
| 5Y | +54.5% | +20.7% | +33.8% | +33.2% |
| All | +78.9% | +206.7% | -127.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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