-55.4%
TSLL vs NTNX
+298.2%
-353.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -1.6% | +3.5% | +2.8% |
| 30D | +17.8% | +11.6% | +6.1% | +11.9% |
| 3M | -37.0% | +23.8% | -60.8% | -43.1% |
| 6M | -37.7% | +68.8% | -106.5% | -53.2% |
| YTD | -51.4% | +31.7% | -83.0% | -58.7% |
| 1Y | -23.4% | -0.9% | -22.5% | -25.9% |
| 3Y | -30.8% | +95.0% | -125.8% | -45.6% |
| All | -55.4% | +298.2% | -353.7% | -68.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling