+25.8%
TMO vs NTNX
+0.3%
+25.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | +6.2% | +11.6% | -5.4% | +5.1% |
| 3M | +27.5% | +23.8% | +3.6% | +24.7% |
| 6M | +20.0% | +68.8% | -48.8% | +13.8% |
| YTD | +6.1% | +31.7% | -25.5% | +2.2% |
| 1Y | +25.8% | -0.9% | +26.7% | +23.6% |
| All | +25.8% | +0.3% | +25.6% | +23.6% |
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