+403.2%
TXN vs NTNX
+148.8%
+254.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.1% | +3.7% |
| 7D | +4.0% | -3.1% | +7.1% | +4.6% |
| 30D | -2.9% | +2.0% | -4.8% | -3.3% |
| 3M | -9.1% | +34.0% | -43.1% | -14.0% |
| 6M | +36.6% | +72.4% | -35.8% | +22.0% |
| YTD | +57.5% | +27.5% | +30.0% | +48.1% |
| 1Y | +49.5% | -18.7% | +68.3% | +52.5% |
| 3Y | +76.5% | +80.8% | -4.2% | +50.1% |
| 5Y | +62.4% | +54.5% | +7.9% | +36.3% |
| All | +403.2% | +148.8% | +254.4% | +256.7% |
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