-35.2%
TSLL vs NTNX
+70.9%
-106.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -1.6% | +3.5% | +2.2% |
| 30D | +17.8% | +11.6% | +6.1% | +15.9% |
| 3M | -37.0% | +23.8% | -60.8% | -39.1% |
| All | -35.2% | +70.9% | -106.1% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling