+40.9%
TTWO vs NTNX
+54.0%
-13.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.4% | -3.1% | +3.5% | +0.9% |
| 30D | -11.3% | +2.0% | -13.3% | -11.7% |
| 3M | +1.6% | +34.0% | -32.4% | -3.5% |
| 6M | +2.1% | +72.4% | -70.3% | -7.4% |
| YTD | -15.8% | +27.5% | -43.4% | -20.1% |
| 1Y | -12.6% | -18.7% | +6.1% | -11.2% |
| 3Y | +48.2% | +80.8% | -32.5% | +27.7% |
| All | +40.9% | +54.0% | -13.1% | +21.1% |
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 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