+570.0%
TLN vs NTNX
+117.3%
+452.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.3% | -2.1% |
| 7D | +2.0% | -3.9% | +5.9% | +2.7% |
| 30D | -12.9% | +1.7% | -14.7% | -13.3% |
| 3M | -7.4% | +31.7% | -39.2% | -12.4% |
| 6M | -6.0% | +69.4% | -75.4% | -16.8% |
| YTD | -16.9% | +26.6% | -43.4% | -21.4% |
| 1Y | -22.6% | -15.2% | -7.4% | -19.0% |
| 3Y | +469.0% | +80.9% | +388.1% | +420.5% |
| All | +570.0% | +117.3% | +452.7% | +510.8% |
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 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