+1,293.4%
TSEM vs NTNX
+148.8%
+1,144.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -4.9% | -3.1% | -1.7% | -4.3% |
| 30D | -18.7% | +2.0% | -20.7% | -19.1% |
| 3M | -18.1% | +34.0% | -52.1% | -22.9% |
| 6M | +77.1% | +72.4% | +4.7% | +57.2% |
| YTD | +80.1% | +27.5% | +52.6% | +68.7% |
| 1Y | +220.4% | -18.7% | +239.1% | +226.5% |
| 3Y | +650.1% | +80.8% | +569.3% | +542.0% |
| 5Y | +628.9% | +54.5% | +574.4% | +517.2% |
| All | +1,293.4% | +148.8% | +1,144.7% | +876.0% |
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