+46.6%
TEM vs NTNX
+23.2%
+23.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -8.7% | -3.1% | -5.5% | -7.2% |
| 30D | +8.1% | +2.0% | +6.1% | +7.1% |
| 3M | +19.0% | +34.0% | -15.0% | +3.2% |
| 6M | +12.0% | +72.4% | -60.4% | -15.3% |
| YTD | -0.1% | +27.5% | -27.6% | -12.6% |
| 1Y | -33.5% | -18.7% | -14.8% | -25.9% |
| All | +46.6% | +23.2% | +23.4% | +37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling