+36.0%
TSM vs NTNX
-9.1%
+45.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -10.0% | -12.3% | +2.4% | -9.5% |
| 30D | -18.5% | -13.2% | -5.3% | -18.2% |
| 3M | -4.9% | +3.6% | -8.5% | -4.3% |
| 6M | -1.0% | +45.7% | -46.6% | +0.2% |
| YTD | +31.3% | +23.2% | +8.0% | +32.7% |
| 1Y | +36.0% | -9.1% | +45.1% | +37.8% |
| All | +36.0% | -9.1% | +45.1% | +37.8% |
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