+470.2%
TLN vs NTNX
+82.3%
+387.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -1.3% | -3.1% | +1.8% | -0.8% |
| 30D | -14.3% | +2.0% | -16.3% | -14.7% |
| 3M | -9.3% | +34.0% | -43.3% | -14.7% |
| 6M | -1.1% | +72.4% | -73.5% | -13.3% |
| YTD | -16.6% | +27.5% | -44.1% | -21.4% |
| 1Y | -22.0% | -18.7% | -3.3% | -16.6% |
| 3Y | +470.2% | +80.8% | +389.4% | +394.9% |
| All | +470.2% | +82.3% | +387.9% | +394.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling