+2,111.2%
FTNT vs TAP
-50.5%
+2,161.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +1.6% | -5.3% | +6.8% | +2.4% |
| 30D | -1.9% | -7.4% | +5.5% | -0.9% |
| 3M | +14.4% | -4.9% | +19.3% | +14.8% |
| 6M | +88.7% | -14.2% | +102.9% | +92.2% |
| YTD | +100.0% | -14.8% | +114.9% | +103.5% |
| 1Y | +99.9% | -18.1% | +118.0% | +104.3% |
| 3Y | +147.9% | -32.7% | +180.6% | +161.1% |
| 5Y | +155.8% | -0.5% | +156.3% | +147.6% |
| All | +2,111.2% | -50.5% | +2,161.7% | +2,292.9% |
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