+310.5%
TMUS vs NTNX
+148.8%
+161.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.8% |
| 7D | +0.4% | -3.1% | +3.6% | +0.8% |
| 30D | +3.5% | +2.0% | +1.6% | +3.3% |
| 3M | -1.3% | +34.0% | -35.3% | -4.2% |
| 6M | -13.6% | +72.4% | -86.0% | -18.5% |
| YTD | -8.8% | +27.5% | -36.3% | -11.5% |
| 1Y | -22.9% | -18.7% | -4.1% | -21.9% |
| 3Y | +36.7% | +80.8% | -44.0% | +23.5% |
| 5Y | +46.6% | +54.5% | -7.9% | +30.9% |
| All | +310.5% | +148.8% | +161.7% | +226.7% |
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