-21.8%
TLT vs NTNX
+148.8%
-170.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | -1.6% | -3.1% | +1.5% | -1.7% |
| 30D | -1.1% | +2.0% | -3.1% | -1.1% |
| 3M | -4.9% | +34.0% | -38.8% | -4.4% |
| 6M | -5.0% | +72.4% | -77.4% | -4.1% |
| YTD | -4.4% | +27.5% | -31.9% | -3.9% |
| 1Y | -6.4% | -18.7% | +12.4% | -6.6% |
| 3Y | -2.0% | +80.8% | -82.7% | -0.5% |
| 5Y | -35.0% | +54.5% | -89.5% | -34.0% |
| All | -21.8% | +148.8% | -170.6% | -17.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling