+330.4%
TXG vs NTNX
-16.9%
+347.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -8.1% | -5.9% | -11.3% |
| 7D | -28.8% | -17.2% | -11.6% | -24.1% |
| 30D | -28.0% | -20.2% | -7.8% | -22.6% |
| 3M | +22.3% | -4.0% | +26.3% | +26.6% |
| 6M | +163.8% | +34.8% | +129.0% | +157.4% |
| YTD | +256.0% | +13.3% | +242.7% | +266.9% |
| 1Y | +330.4% | -16.0% | +346.4% | +409.2% |
| All | +330.4% | -16.9% | +347.2% | +409.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling