+878.3%
TT vs NTNX
+148.8%
+729.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | -7.3% | +2.0% | -9.3% | -7.6% |
| 3M | -3.6% | +34.0% | -37.6% | -7.0% |
| 6M | +2.8% | +72.4% | -69.6% | -4.4% |
| YTD | +14.5% | +27.5% | -13.0% | +10.1% |
| 1Y | +7.4% | -18.7% | +26.2% | +9.0% |
| 3Y | +116.2% | +80.8% | +35.5% | +95.1% |
| 5Y | +147.4% | +54.5% | +92.9% | +119.8% |
| All | +878.3% | +148.8% | +729.5% | +676.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling