-26.5%
TMUS vs NTNX
+0.3%
-26.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +5.3% | +11.6% | -6.4% | +5.3% |
| 3M | +3.1% | +23.8% | -20.7% | +3.1% |
| 6M | -16.5% | +68.8% | -85.3% | -14.7% |
| YTD | -9.2% | +31.7% | -40.8% | -8.9% |
| 1Y | -26.5% | -0.9% | -25.6% | -29.1% |
| All | -26.5% | +0.3% | -26.8% | -29.1% |
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 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