-53.1%
TSLL vs NTNX
+282.8%
-335.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -1.2% |
| 7D | -7.3% | -3.9% | -3.4% | -5.5% |
| 30D | +15.8% | +1.7% | +14.1% | +15.1% |
| 3M | -19.5% | +31.7% | -51.2% | -29.4% |
| 6M | -32.1% | +69.4% | -101.4% | -49.1% |
| YTD | -48.9% | +26.6% | -75.4% | -55.8% |
| 1Y | -23.4% | -15.2% | -8.2% | -18.9% |
| 3Y | -28.6% | +80.9% | -109.5% | -42.2% |
| All | -53.1% | +282.8% | -335.9% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling