+51.8%
FTNT vs TDY
+22.9%
+28.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.8% | +5.8% | +1.0% |
| 7D | -25.7% | -5.0% | -20.6% | -25.6% |
| 30D | -29.7% | +2.0% | -31.7% | -30.0% |
| 3M | -23.1% | -7.7% | -15.4% | -23.0% |
| 6M | +45.0% | -0.9% | +45.9% | +44.0% |
| YTD | +62.9% | +23.7% | +39.2% | +50.6% |
| 1Y | +51.8% | +23.6% | +28.2% | +40.3% |
| All | +51.8% | +22.9% | +28.9% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling