+78.2%
NTNX vs TXT
+106.6%
-28.4%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.3% |
| 7D | -3.1% | +2.5% | -5.6% | -4.2% |
| 30D | +2.0% | -8.9% | +10.8% | +6.1% |
| 3M | +34.0% | -13.6% | +47.5% | +42.0% |
| 6M | +72.4% | -13.1% | +85.5% | +80.3% |
| YTD | +27.5% | -7.0% | +34.5% | +28.4% |
| 1Y | -18.7% | -1.4% | -17.3% | -20.6% |
| 3Y | +80.8% | +7.0% | +73.8% | +66.0% |
| 5Y | +54.5% | +15.4% | +39.1% | +35.1% |
| All | +78.2% | +106.6% | -28.4% | +34.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling