+100.4%
TFC vs NTNX
+146.9%
-46.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.6% | +0.7% |
| 7D | -2.5% | -3.9% | +1.4% | -1.9% |
| 30D | -2.8% | +1.7% | -4.5% | -3.1% |
| 3M | +2.1% | +31.7% | -29.6% | -2.0% |
| 6M | +10.1% | +69.4% | -59.2% | +1.1% |
| YTD | +5.4% | +26.6% | -21.1% | +0.7% |
| 1Y | +16.3% | -15.2% | +31.5% | +17.5% |
| 3Y | +95.9% | +80.9% | +14.9% | +73.4% |
| 5Y | +16.0% | +53.3% | -37.3% | +1.7% |
| All | +100.4% | +146.9% | -46.5% | +52.6% |
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