+49.8%
TOST vs NTNX
+80.9%
-31.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -0.7% |
| 7D | -5.9% | -3.9% | -2.0% | -4.5% |
| 30D | -8.4% | +1.7% | -10.1% | -9.2% |
| 3M | +31.4% | +31.7% | -0.3% | +18.3% |
| 6M | +10.5% | +69.4% | -58.8% | -9.6% |
| YTD | -10.1% | +26.6% | -36.6% | -19.1% |
| 1Y | -19.9% | -15.2% | -4.7% | -18.7% |
| All | +49.8% | +80.9% | -31.1% | -4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling