-49.1%
TSLL vs NTNX
+253.3%
-302.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.3% |
| 7D | +17.8% | +3.4% | +14.4% | +16.0% |
| 30D | +8.2% | -13.6% | +21.8% | +17.7% |
| 3M | +20.9% | -11.1% | +32.0% | +29.8% |
| 6M | -37.5% | +35.7% | -73.2% | -46.3% |
| YTD | -44.5% | +16.8% | -61.3% | -49.5% |
| 1Y | -33.0% | -9.1% | -23.8% | -31.2% |
| 3Y | -6.4% | +55.8% | -62.1% | -18.7% |
| All | -49.1% | +253.3% | -302.4% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling