+155.8%
FTNT vs TE
-49.6%
+205.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.7% | +7.8% | +1.5% |
| 7D | +1.6% | +0.9% | +0.7% | +1.5% |
| 30D | -1.9% | -16.3% | +14.4% | -0.8% |
| 3M | +14.4% | -40.8% | +55.1% | +17.6% |
| 6M | +88.7% | -42.6% | +131.3% | +91.3% |
| YTD | +100.0% | -31.4% | +131.5% | +97.5% |
| 1Y | +99.9% | +144.9% | -45.1% | +71.9% |
| 3Y | +147.9% | -26.0% | +173.9% | +135.5% |
| 5Y | +155.8% | -48.5% | +204.3% | +144.8% |
| All | +155.8% | -49.6% | +205.4% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling