+1,947.1%
FTNT vs TAP
-47.7%
+1,994.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | +5.7% | -6.3% | +12.1% | +6.6% |
| 30D | -32.1% | +2.7% | -34.8% | -32.5% |
| 3M | -19.5% | -3.7% | -15.7% | -19.3% |
| 6M | +13.8% | -2.0% | +15.8% | +13.3% |
| YTD | +63.1% | -12.3% | +75.5% | +64.8% |
| 1Y | +57.7% | -10.1% | +67.8% | +58.4% |
| 3Y | +154.9% | -25.3% | +180.2% | +163.1% |
| 5Y | +89.3% | -1.9% | +91.2% | +83.9% |
| All | +1,947.1% | -47.7% | +1,994.8% | +2,064.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling