-7.9%
TSN vs NTNX
+148.8%
-156.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | +3.0% | -3.1% | +6.2% | +3.3% |
| 30D | -4.2% | +2.0% | -6.1% | -4.4% |
| 3M | -3.9% | +34.0% | -37.8% | -6.0% |
| 6M | -9.8% | +72.4% | -82.2% | -13.7% |
| YTD | -7.3% | +27.5% | -34.8% | -9.4% |
| 1Y | -2.2% | -18.7% | +16.5% | -1.3% |
| 3Y | +11.9% | +80.8% | -68.9% | +3.4% |
| 5Y | -16.9% | +54.5% | -71.4% | -23.7% |
| All | -7.9% | +148.8% | -156.6% | -25.6% |
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