+56.0%
FTNT vs TAP
-12.8%
+68.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.4% |
| 7D | -1.0% | -8.0% | +7.0% | -3.5% |
| 30D | -33.6% | +4.1% | -37.7% | -32.5% |
| 3M | -20.9% | -4.4% | -16.5% | -21.3% |
| 6M | +11.0% | -1.9% | +12.9% | +12.2% |
| YTD | +61.3% | -12.1% | +73.4% | +63.8% |
| All | +56.0% | -12.8% | +68.7% | +60.8% |
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