+76.5%
TXN vs NTNX
+82.3%
-5.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.1% | +3.7% |
| 7D | +4.0% | -3.1% | +7.1% | +4.3% |
| 30D | -2.9% | +2.0% | -4.8% | -3.1% |
| 3M | -9.1% | +34.0% | -43.1% | -12.1% |
| 6M | +36.6% | +72.4% | -35.8% | +26.0% |
| YTD | +57.5% | +27.5% | +30.0% | +53.4% |
| 1Y | +49.5% | -18.7% | +68.3% | +60.0% |
| 3Y | +76.5% | +80.8% | -4.2% | +48.6% |
| All | +76.5% | +82.3% | -5.8% | +48.6% |
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