+378.3%
TTD vs NTNX
+146.9%
+231.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.5% |
| 7D | -7.4% | -3.9% | -3.5% | -6.0% |
| 30D | +3.0% | +1.7% | +1.3% | +2.3% |
| 3M | -27.6% | +31.7% | -59.3% | -35.3% |
| 6M | -49.5% | +69.4% | -118.8% | -59.5% |
| YTD | -63.2% | +26.6% | -89.8% | -67.1% |
| 1Y | -69.7% | -15.2% | -54.5% | -68.8% |
| 3Y | -83.3% | +80.9% | -164.3% | -87.9% |
| 5Y | -80.8% | +53.3% | -134.1% | -85.9% |
| All | +378.3% | +146.9% | +231.4% | +172.7% |
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