-97.2%
TSLQ vs NTNX
+357.1%
-454.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -0.7% |
| 7D | -6.6% | -3.1% | -3.5% | -7.9% |
| 30D | -24.3% | +2.0% | -26.3% | -23.1% |
| 3M | -3.6% | +34.0% | -37.6% | +11.0% |
| 6M | -12.0% | +72.4% | -84.3% | +14.8% |
| YTD | +1.4% | +27.5% | -26.2% | +16.0% |
| 1Y | -43.6% | -18.7% | -24.8% | -48.0% |
| 3Y | -95.4% | +80.8% | -176.1% | -93.4% |
| All | -97.2% | +357.1% | -454.3% | -94.7% |
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