-17.3%
TEM vs NTNX
+0.3%
-17.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | +38.4% | +11.6% | +26.7% | +33.2% |
| 3M | +23.7% | +23.8% | -0.2% | +14.8% |
| 6M | +26.0% | +68.8% | -42.8% | +4.7% |
| YTD | +9.4% | +31.7% | -22.2% | -3.8% |
| 1Y | -17.3% | -0.9% | -16.4% | -19.4% |
| All | -17.3% | +0.3% | -17.6% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling