-21.3%
TOST vs NTNX
-15.3%
-5.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.2% |
| 7D | -5.4% | -3.1% | -2.2% | -4.1% |
| 30D | -5.7% | +2.0% | -7.7% | -6.8% |
| 3M | +30.1% | +34.0% | -3.9% | +13.9% |
| 6M | +11.9% | +72.4% | -60.5% | -12.1% |
| YTD | -9.5% | +27.5% | -37.1% | -23.7% |
| 1Y | -21.3% | -18.7% | -2.5% | -29.0% |
| All | -21.3% | -15.3% | -5.9% | -29.0% |
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