-36.5%
TSLL vs NTNX
+85.1%
-121.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +5.1% | +0.1% | +5.0% | +5.1% |
| 30D | +20.0% | +3.8% | +16.1% | +17.5% |
| 3M | -23.8% | +31.9% | -55.7% | -35.4% |
| 6M | -30.3% | +68.5% | -98.8% | -51.6% |
| YTD | -47.7% | +29.5% | -77.2% | -56.8% |
| 1Y | -21.2% | -11.6% | -9.6% | -15.3% |
| All | -36.5% | +85.1% | -121.6% | -57.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling