-22.0%
TLN vs NTNX
-15.3%
-6.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.4% |
| 7D | -1.3% | -3.1% | +1.8% | -1.6% |
| 30D | -14.3% | +2.0% | -16.3% | -14.2% |
| 3M | -9.3% | +34.0% | -43.3% | -7.3% |
| 6M | -1.1% | +72.4% | -73.5% | +0.9% |
| YTD | -16.6% | +27.5% | -44.1% | -16.0% |
| 1Y | -22.0% | -18.7% | -3.3% | -16.1% |
| All | -22.0% | -15.3% | -6.7% | -16.1% |
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 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