-13.2%
TYL vs NTNX
+82.3%
-95.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | -7.5% | -3.1% | -4.4% | -6.8% |
| 30D | +6.0% | +2.0% | +4.0% | +5.5% |
| 3M | +13.9% | +34.0% | -20.0% | +6.5% |
| 6M | -3.3% | +72.4% | -75.7% | -14.6% |
| YTD | -25.8% | +27.5% | -53.4% | -31.0% |
| 1Y | -39.2% | -18.7% | -20.5% | -39.4% |
| 3Y | -13.2% | +80.8% | -93.9% | -31.3% |
| All | -13.2% | +82.3% | -95.5% | -31.3% |
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