-83.4%
TTD vs NTNX
+82.3%
-165.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.9% | +2.4% |
| 7D | -0.6% | -3.1% | +2.5% | +0.5% |
| 30D | +6.3% | +2.0% | +4.3% | +5.6% |
| 3M | -24.1% | +34.0% | -58.1% | -32.1% |
| 6M | -47.4% | +72.4% | -119.8% | -57.3% |
| YTD | -62.2% | +27.5% | -89.8% | -66.1% |
| 1Y | -68.3% | -18.7% | -49.6% | -66.8% |
| 3Y | -83.4% | +80.8% | -164.2% | -88.3% |
| All | -83.4% | +82.3% | -165.7% | -88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling