+143.9%
FTNT vs TAP
-28.6%
+172.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | -2.3% | -3.5% | -5.8% |
| 30D | -4.8% | -2.1% | -2.6% | -4.7% |
| 3M | +4.4% | +6.6% | -2.2% | +4.0% |
| 6M | +88.8% | -11.5% | +100.3% | +90.7% |
| YTD | +96.8% | -10.3% | +107.1% | +98.1% |
| 1Y | +104.5% | -14.4% | +118.8% | +107.2% |
| All | +143.9% | -28.6% | +172.5% | +162.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling