-17.3%
TLN vs NTNX
-9.1%
-8.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -1.5% | -7.0% | -8.6% |
| 7D | -6.0% | -12.3% | +6.3% | -6.6% |
| 30D | -1.5% | -13.2% | +11.7% | -2.3% |
| 3M | -3.9% | +3.6% | -7.5% | -3.0% |
| 6M | -15.0% | +45.7% | -60.7% | -12.4% |
| YTD | -12.8% | +23.2% | -36.1% | -12.4% |
| 1Y | -17.3% | -9.1% | -8.2% | -18.7% |
| All | -17.3% | -9.1% | -8.2% | -18.7% |
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