+14.0%
TFC vs NTNX
+54.0%
-40.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.6% | 0.0% |
| 7D | -2.4% | -3.1% | +0.7% | -2.0% |
| 30D | -3.4% | +2.0% | -5.3% | -3.7% |
| 3M | +0.4% | +34.0% | -33.5% | -4.1% |
| 6M | +12.7% | +72.4% | -59.7% | +2.7% |
| YTD | +5.6% | +27.5% | -21.9% | +0.7% |
| 1Y | +16.0% | -18.7% | +34.8% | +18.8% |
| 3Y | +94.0% | +80.8% | +13.2% | +70.6% |
| All | +14.0% | +54.0% | -40.0% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling