+9,457.8%
FTNT vs TDG
+6,132.6%
+3,325.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | -1.9% | -9.3% | +7.4% | +2.2% |
| 3M | +14.4% | -7.1% | +21.4% | +17.2% |
| 6M | +88.7% | -11.2% | +99.8% | +95.2% |
| YTD | +100.0% | -15.3% | +115.3% | +110.6% |
| 1Y | +99.9% | -12.5% | +112.3% | +106.7% |
| 3Y | +147.9% | +51.2% | +96.7% | +95.6% |
| 5Y | +155.8% | +126.1% | +29.7% | +68.4% |
| 10Y | +2,121.1% | +536.2% | +1,584.8% | +659.8% |
| All | +9,457.8% | +6,132.6% | +3,325.2% | +610.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling