-46.0%
TSLL vs NTNX
-9.1%
-36.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.8% | -5.9% |
| 7D | -9.4% | -12.3% | +2.9% | -6.5% |
| 30D | +1.6% | -13.2% | +14.8% | +5.1% |
| 3M | +29.4% | +3.6% | +25.8% | +29.9% |
| 6M | -20.1% | +45.7% | -65.8% | -24.1% |
| YTD | -44.5% | +23.2% | -67.7% | -46.3% |
| 1Y | -46.0% | -9.1% | -36.9% | -45.5% |
| All | -46.0% | -9.1% | -36.9% | -45.5% |
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