+4.6%
TSLQ vs NTNX
-16.9%
+21.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -8.1% | +29.8% | +19.2% |
| 7D | +32.9% | -17.2% | +50.1% | +26.8% |
| 30D | +15.4% | -20.2% | +35.6% | +9.6% |
| 3M | -23.7% | -4.0% | -19.7% | -24.7% |
| 6M | -10.1% | +34.8% | -44.9% | -6.4% |
| YTD | +6.3% | +13.3% | -6.9% | +9.8% |
| 1Y | +4.6% | -16.0% | +20.6% | +4.3% |
| All | +4.6% | -16.9% | +21.4% | +4.3% |
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