+143.2%
FTNT vs TAP
-23.3%
+166.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -3.5% | -4.5% | +1.0% | -3.6% |
| 30D | -36.5% | +7.5% | -44.0% | -36.5% |
| 3M | -24.7% | -4.9% | -19.9% | -24.6% |
| 6M | +8.3% | -3.5% | +11.8% | +8.7% |
| YTD | +55.6% | -11.4% | +67.0% | +56.8% |
| 1Y | +50.2% | -10.8% | +61.0% | +51.1% |
| 3Y | +143.2% | -24.5% | +167.6% | +159.1% |
| All | +143.2% | -23.3% | +166.4% | +159.1% |
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