+2,072.5%
FTNT vs TDG
+547.7%
+1,524.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -2.9% | -2.2% |
| 7D | -0.1% | -1.9% | +1.7% | +0.5% |
| 30D | -3.0% | -7.7% | +4.7% | -0.2% |
| 3M | +7.6% | -9.3% | +16.9% | +10.9% |
| 6M | +87.0% | -9.4% | +96.3% | +91.2% |
| YTD | +96.5% | -14.3% | +110.8% | +104.6% |
| 1Y | +92.9% | -11.8% | +104.8% | +98.2% |
| 3Y | +139.8% | +52.0% | +87.9% | +95.6% |
| 5Y | +151.3% | +128.8% | +22.5% | +75.4% |
| All | +2,072.5% | +547.7% | +1,524.8% | +913.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 10y: compounded portfolio wealth divided by compounded TDG 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…
10y analysis · Full analysis span regression · 6 months rolling