+57.7%
FTNT vs TAP
-13.1%
+70.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.0% |
| 7D | +5.7% | -6.3% | +12.1% | +3.7% |
| 30D | -32.1% | +2.7% | -34.8% | -31.2% |
| 3M | -19.5% | -3.7% | -15.7% | -19.7% |
| 6M | +13.8% | -2.0% | +15.8% | +14.9% |
| YTD | +63.1% | -12.3% | +75.5% | +65.5% |
| 1Y | +57.7% | -10.1% | +67.8% | +62.4% |
| All | +57.7% | -13.1% | +70.8% | +62.4% |
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