+95.9%
TYL vs NTNX
+146.9%
-50.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -11.5% | -3.9% | -7.6% | -10.9% |
| 30D | +3.9% | +1.7% | +2.2% | +3.6% |
| 3M | +10.8% | +31.7% | -20.9% | +5.7% |
| 6M | -5.3% | +69.4% | -74.6% | -13.6% |
| YTD | -26.1% | +26.6% | -52.7% | -29.4% |
| 1Y | -38.5% | -15.2% | -23.3% | -37.7% |
| 3Y | -14.5% | +80.9% | -95.4% | -25.2% |
| 5Y | -28.9% | +53.3% | -82.2% | -38.9% |
| All | +95.9% | +146.9% | -50.9% | +52.9% |
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