-17.4%
TOST vs NTNX
+0.3%
-17.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | -1.6% | -1.8% | -2.8% |
| 30D | -2.4% | +11.6% | -14.1% | -7.2% |
| 3M | +34.6% | +23.8% | +10.8% | +22.3% |
| 6M | +15.2% | +68.8% | -53.6% | -7.9% |
| YTD | -4.4% | +31.7% | -36.1% | -20.1% |
| 1Y | -17.4% | -0.9% | -16.5% | -28.7% |
| All | -17.4% | +0.3% | -17.7% | -28.7% |
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 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