-30.8%
TSLL vs NTNX
-15.3%
-15.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +6.1% | -3.1% | +9.3% | +6.7% |
| 30D | +20.6% | +2.0% | +18.7% | +20.4% |
| 3M | -25.4% | +34.0% | -59.4% | -27.7% |
| 6M | -34.2% | +72.4% | -106.6% | -39.1% |
| YTD | -48.4% | +27.5% | -75.9% | -50.3% |
| 1Y | -30.8% | -18.7% | -12.1% | -34.0% |
| All | -30.8% | -15.3% | -15.5% | -34.0% |
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 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