+96.6%
TYL vs NTNX
+148.8%
-52.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -7.5% | -3.1% | -4.4% | -7.0% |
| 30D | +6.0% | +2.0% | +4.0% | +5.6% |
| 3M | +13.9% | +34.0% | -20.0% | +8.3% |
| 6M | -3.3% | +72.4% | -75.7% | -12.1% |
| YTD | -25.8% | +27.5% | -53.4% | -29.2% |
| 1Y | -39.2% | -18.7% | -20.5% | -38.0% |
| 3Y | -13.2% | +80.8% | -93.9% | -24.0% |
| 5Y | -28.6% | +54.5% | -83.1% | -38.7% |
| All | +96.6% | +148.8% | -52.1% | +53.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling