-19.2%
TRI vs NTNX
+82.3%
-101.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -7.9% | -3.1% | -4.7% | -7.2% |
| 30D | -4.5% | +2.0% | -6.5% | -4.9% |
| 3M | +22.1% | +34.0% | -11.9% | +15.1% |
| 6M | -2.8% | +72.4% | -75.2% | -12.3% |
| YTD | -23.4% | +27.5% | -50.9% | -28.6% |
| 1Y | -41.5% | -18.7% | -22.8% | -43.2% |
| 3Y | -19.2% | +80.8% | -100.0% | -31.9% |
| All | -19.2% | +82.3% | -101.5% | -31.9% |
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