+294.1%
TMO vs NTNX
+148.8%
+145.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | +1.1% | +2.0% | -0.8% | +0.8% |
| 3M | +28.3% | +34.0% | -5.6% | +23.7% |
| 6M | +23.3% | +72.4% | -49.1% | +14.9% |
| YTD | +5.5% | +27.5% | -22.1% | +1.6% |
| 1Y | +24.5% | -18.7% | +43.3% | +26.2% |
| 3Y | +19.6% | +80.8% | -61.2% | +7.0% |
| 5Y | +8.1% | +54.5% | -46.4% | -4.7% |
| All | +294.1% | +148.8% | +145.3% | +215.1% |
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 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