+81.2%
TPG vs NTNX
+82.3%
-1.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.9% | +1.4% |
| 7D | -9.4% | -3.1% | -6.3% | -8.6% |
| 30D | -5.3% | +2.0% | -7.2% | -5.7% |
| 3M | +12.9% | +34.0% | -21.0% | +4.9% |
| 6M | +20.1% | +72.4% | -52.3% | +3.6% |
| YTD | -22.5% | +27.5% | -50.0% | -28.2% |
| 1Y | -19.7% | -18.7% | -0.9% | -16.8% |
| 3Y | +81.2% | +80.8% | +0.5% | +38.3% |
| All | +81.2% | +82.3% | -1.1% | +38.3% |
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