+70.7%
TNA vs NTNX
+148.8%
-78.1%
-88.1%
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% | +0.7% |
| 7D | -7.3% | -3.1% | -4.1% | -5.7% |
| 30D | -14.2% | +2.0% | -16.1% | -15.2% |
| 3M | -4.6% | +34.0% | -38.5% | -18.2% |
| 6M | +36.9% | +72.4% | -35.5% | +0.5% |
| YTD | +42.5% | +27.5% | +15.0% | +20.7% |
| 1Y | +45.8% | -18.7% | +64.5% | +53.3% |
| 3Y | +104.7% | +80.8% | +23.9% | +36.1% |
| 5Y | -21.7% | +54.5% | -76.2% | -46.6% |
| All | +70.7% | +148.8% | -78.1% | -10.8% |
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 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