-49.7%
TSLQ vs NTNX
+0.3%
-50.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | 0.0% | +12.0% | +12.0% |
| 7D | -5.8% | -1.6% | -4.2% | -6.0% |
| 30D | -22.1% | +11.6% | -33.7% | -20.4% |
| 3M | +10.1% | +23.8% | -13.8% | +14.7% |
| 6M | -6.8% | +68.8% | -75.6% | +2.5% |
| YTD | +8.5% | +31.7% | -23.1% | +14.7% |
| 1Y | -49.7% | -0.9% | -48.8% | -53.2% |
| All | -49.7% | +0.3% | -50.0% | -53.2% |
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