+9,290.5%
FTNT vs TDY
+1,614.8%
+7,675.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.4% |
| 7D | -0.1% | -1.1% | +1.0% | +0.4% |
| 30D | -3.0% | -12.0% | +9.1% | +4.0% |
| 3M | +7.6% | -3.2% | +10.8% | +9.0% |
| 6M | +87.0% | -7.9% | +94.8% | +93.1% |
| YTD | +96.5% | +18.2% | +78.3% | +74.4% |
| 1Y | +92.9% | +6.7% | +86.3% | +81.2% |
| 3Y | +139.8% | +47.5% | +92.3% | +83.9% |
| 5Y | +151.3% | +39.5% | +111.8% | +100.2% |
| 10Y | +2,082.2% | +477.2% | +1,605.0% | +599.3% |
| All | +9,290.5% | +1,614.8% | +7,675.7% | +1,567.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling