-23.4%
TSLL vs NTNX
+0.3%
-23.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | +17.8% | +11.6% | +6.1% | +15.8% |
| 3M | -37.0% | +23.8% | -60.8% | -39.1% |
| 6M | -37.7% | +68.8% | -106.5% | -42.9% |
| YTD | -51.4% | +31.7% | -83.0% | -53.4% |
| 1Y | -23.4% | -0.9% | -22.5% | -16.2% |
| All | -23.4% | +0.3% | -23.6% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling