+531.1%
TDG vs NTNX
+148.8%
+382.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.9% | -3.1% | +1.3% | -1.3% |
| 30D | -7.7% | +2.0% | -9.7% | -8.1% |
| 3M | -9.3% | +34.0% | -43.3% | -14.1% |
| 6M | -9.4% | +72.4% | -81.8% | -18.6% |
| YTD | -14.3% | +27.5% | -41.8% | -19.0% |
| 1Y | -11.8% | -18.7% | +6.9% | -10.1% |
| 3Y | +52.0% | +80.8% | -28.8% | +29.3% |
| 5Y | +128.8% | +54.5% | +74.3% | +91.8% |
| All | +531.1% | +148.8% | +382.4% | +346.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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