+30.0%
TXG vs NTNX
+141.4%
-111.3%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.6% | +3.1% |
| 7D | +9.5% | -3.1% | +12.6% | +10.5% |
| 30D | +18.8% | +2.0% | +16.8% | +18.0% |
| 3M | +136.1% | +34.0% | +102.2% | +116.3% |
| 6M | +235.2% | +72.4% | +162.9% | +181.3% |
| YTD | +320.5% | +27.5% | +293.0% | +284.4% |
| 1Y | +425.2% | -18.7% | +443.9% | +447.9% |
| 3Y | +42.9% | +80.8% | -37.9% | +8.3% |
| 5Y | -62.8% | +54.5% | -117.3% | -72.7% |
| All | +30.0% | +141.4% | -111.3% | -20.7% |
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