+582.6%
FTNT vs TE
-52.9%
+635.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -1.8% |
| 7D | -0.1% | +0.2% | -0.4% | -0.2% |
| 30D | -3.0% | -5.9% | +3.0% | -2.7% |
| 3M | +7.6% | -45.6% | +53.2% | +11.2% |
| 6M | +87.0% | -43.4% | +130.3% | +89.7% |
| YTD | +96.5% | -31.0% | +127.5% | +94.1% |
| 1Y | +92.9% | +145.2% | -52.3% | +67.1% |
| 3Y | +139.8% | -24.1% | +163.9% | +123.0% |
| 5Y | +151.3% | -48.1% | +199.5% | +136.9% |
| All | +582.6% | -52.9% | +635.5% | +633.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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