+289.9%
TPR vs NTNX
+80.9%
+208.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.1% |
| 7D | -5.1% | -3.9% | -1.2% | -4.8% |
| 30D | -27.6% | +1.7% | -29.3% | -27.8% |
| 3M | -17.5% | +31.7% | -49.2% | -20.4% |
| 6M | -21.3% | +69.4% | -90.7% | -27.4% |
| YTD | -8.5% | +26.6% | -35.0% | -11.6% |
| 1Y | +11.5% | -15.2% | +26.7% | +15.4% |
| All | +289.9% | +80.9% | +208.9% | +252.2% |
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