+9,303.7%
FTNT vs TAP
+36.5%
+9,267.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | -2.3% | -3.5% | -5.4% |
| 30D | -4.8% | -2.1% | -2.6% | -4.5% |
| 3M | +4.4% | +6.6% | -2.2% | +2.3% |
| 6M | +88.8% | -11.5% | +100.3% | +92.7% |
| YTD | +96.8% | -10.3% | +107.1% | +99.5% |
| 1Y | +104.5% | -14.4% | +118.9% | +109.0% |
| 3Y | +156.8% | -28.3% | +185.0% | +171.5% |
| 5Y | +144.1% | +1.7% | +142.4% | +130.4% |
| 10Y | +2,021.8% | -49.2% | +2,071.0% | +2,311.2% |
| All | +9,303.7% | +36.5% | +9,267.2% | +6,102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling