+51.8%
FTNT vs TAP
+4.4%
+47.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.8% |
| 7D | -25.7% | +9.9% | -35.6% | -23.5% |
| 30D | -29.7% | +18.1% | -47.9% | -26.6% |
| 3M | -23.1% | +3.2% | -26.3% | -21.8% |
| 6M | +45.0% | +8.4% | +36.6% | +49.9% |
| YTD | +62.9% | -4.4% | +67.4% | +66.7% |
| 1Y | +51.8% | +3.2% | +48.6% | +51.8% |
| All | +51.8% | +4.4% | +47.5% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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