-34.3%
TYL vs NTNX
+0.3%
-34.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -3.7% | -1.6% | -2.1% | -3.1% |
| 30D | +18.7% | +11.6% | +7.1% | +14.0% |
| 3M | +18.1% | +23.8% | -5.7% | +9.1% |
| 6M | -1.1% | +68.8% | -69.9% | -17.3% |
| YTD | -19.8% | +31.7% | -51.5% | -30.8% |
| 1Y | -34.3% | -0.9% | -33.4% | -41.2% |
| All | -34.3% | +0.3% | -34.6% | -41.2% |
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