+97.2%
TJX vs NTNX
+54.0%
+43.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -4.6% | -3.1% | -1.4% | -4.3% |
| 30D | -17.2% | +2.0% | -19.1% | -17.3% |
| 3M | -24.9% | +34.0% | -58.9% | -26.8% |
| 6M | -19.7% | +72.4% | -92.1% | -23.9% |
| YTD | -17.2% | +27.5% | -44.7% | -19.3% |
| 1Y | -9.4% | -18.7% | +9.3% | -7.7% |
| 3Y | +43.1% | +80.8% | -37.7% | +27.6% |
| All | +97.2% | +54.0% | +43.2% | +80.8% |
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