+69.4%
NTNX vs TXT
-15.5%
+84.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.5% |
| 7D | -3.9% | -0.2% | -3.7% | -4.0% |
| 30D | +1.7% | -10.2% | +11.9% | -1.0% |
| 3M | +31.7% | -13.3% | +45.0% | +26.8% |
| 6M | +69.4% | -14.4% | +83.7% | +63.0% |
| All | +69.4% | -15.5% | +84.9% | +63.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling