+1,924.3%
FTNT vs TAP
-47.5%
+1,971.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | -1.0% | -8.0% | +7.0% | +0.1% |
| 30D | -33.6% | +4.1% | -37.7% | -34.1% |
| 3M | -20.9% | -4.4% | -16.5% | -20.7% |
| 6M | +11.0% | -1.9% | +12.9% | +10.6% |
| YTD | +61.3% | -12.1% | +73.4% | +62.9% |
| 1Y | +53.1% | -12.0% | +65.2% | +54.5% |
| 3Y | +152.1% | -25.0% | +177.1% | +160.0% |
| 5Y | +90.1% | -1.1% | +91.2% | +84.4% |
| All | +1,924.3% | -47.5% | +1,971.8% | +2,039.9% |
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