-10.4%
TSCO vs NTNX
+54.0%
-64.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.7% | -3.1% | -2.5% | -5.4% |
| 30D | -8.8% | +2.0% | -10.7% | -9.0% |
| 3M | +6.3% | +34.0% | -27.6% | +3.4% |
| 6M | -32.3% | +72.4% | -104.7% | -35.9% |
| YTD | -32.7% | +27.5% | -60.2% | -34.5% |
| 1Y | -43.7% | -18.7% | -24.9% | -42.8% |
| 3Y | -19.7% | +80.8% | -100.4% | -26.7% |
| All | -10.4% | +54.0% | -64.4% | -17.4% |
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