+280.2%
TSM vs NTNX
+54.0%
+226.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.5% | +1.0% |
| 7D | +1.0% | -3.1% | +4.2% | +1.7% |
| 30D | +1.0% | +2.0% | -1.0% | +0.4% |
| 3M | +2.9% | +34.0% | -31.1% | -4.3% |
| 6M | +22.8% | +72.4% | -49.6% | +6.5% |
| YTD | +43.3% | +27.5% | +15.8% | +33.2% |
| 1Y | +69.2% | -18.7% | +87.9% | +76.0% |
| 3Y | +404.5% | +80.8% | +323.8% | +315.9% |
| All | +280.2% | +54.0% | +226.2% | +216.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling