-9.1%
NTNX vs TXT
+9.2%
-18.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.7% |
| 7D | -12.3% | +10.6% | -23.0% | -11.1% |
| 30D | -13.2% | +14.4% | -27.6% | -11.7% |
| 3M | +3.6% | -2.7% | +6.3% | +3.3% |
| 6M | +45.7% | -4.7% | +50.3% | +44.6% |
| YTD | +23.2% | -0.5% | +23.8% | +18.2% |
| 1Y | -9.1% | +8.7% | -17.8% | -19.4% |
| All | -9.1% | +9.2% | -18.3% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling