+153.2%
FTNT vs TAP
-2.5%
+155.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | -0.1% |
| 7D | +1.7% | -5.1% | +6.8% | +2.1% |
| 30D | -4.3% | -8.4% | +4.2% | -3.6% |
| 3M | +13.6% | -3.9% | +17.5% | +13.7% |
| 6M | +87.6% | -14.4% | +102.0% | +90.2% |
| YTD | +98.0% | -14.7% | +112.7% | +100.4% |
| 1Y | +96.9% | -18.7% | +115.6% | +100.6% |
| 3Y | +145.4% | -32.6% | +178.0% | +157.9% |
| All | +153.2% | -2.5% | +155.7% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling