+233.8%
TPR vs NTNX
+54.0%
+179.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +2.1% |
| 7D | -3.0% | -3.1% | +0.2% | -2.4% |
| 30D | -22.6% | +2.0% | -24.6% | -23.2% |
| 3M | -18.2% | +34.0% | -52.1% | -22.9% |
| 6M | -18.0% | +72.4% | -90.4% | -27.4% |
| YTD | -6.4% | +27.5% | -33.9% | -12.0% |
| 1Y | +12.3% | -18.7% | +31.0% | +15.9% |
| 3Y | +298.7% | +80.8% | +217.9% | +228.3% |
| All | +233.8% | +54.0% | +179.8% | +183.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling