+307.0%
TPR vs NTNX
+152.6%
+154.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.1% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -30.7% | +3.8% | -34.6% | -31.5% |
| 3M | -21.6% | +31.9% | -53.5% | -26.1% |
| 6M | -21.3% | +68.5% | -89.8% | -30.2% |
| YTD | -10.2% | +29.5% | -39.7% | -16.3% |
| 1Y | +9.5% | -11.6% | +21.1% | +9.6% |
| 3Y | +280.8% | +85.1% | +195.7% | +216.1% |
| 5Y | +218.7% | +54.8% | +163.9% | +161.4% |
| All | +307.0% | +152.6% | +154.4% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling