+162.8%
FTNT vs TDY
+39.0%
+123.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.5% |
| 30D | -3.0% | -12.0% | +9.1% | +4.3% |
| 3M | +7.6% | -3.2% | +10.8% | +9.0% |
| 6M | +87.0% | -7.9% | +94.8% | +93.5% |
| YTD | +96.5% | +18.2% | +78.3% | +69.9% |
| 1Y | +92.9% | +6.7% | +86.3% | +78.6% |
| 3Y | +139.8% | +47.5% | +92.3% | +71.8% |
| All | +162.8% | +39.0% | +123.8% | +96.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling