+588.7%
FTNT vs TE
-48.3%
+637.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.0% | -9.2% | 0.0% |
| 7D | -2.7% | +18.2% | -20.9% | -3.9% |
| 30D | -1.4% | -13.5% | +12.1% | -0.6% |
| 3M | +10.1% | -44.6% | +54.7% | +13.6% |
| 6M | +88.2% | -24.7% | +112.9% | +86.8% |
| YTD | +98.3% | -24.3% | +122.6% | +94.6% |
| 1Y | +96.0% | +155.6% | -59.6% | +69.4% |
| 3Y | +145.8% | -18.3% | +164.0% | +127.8% |
| 5Y | +154.6% | -41.3% | +195.9% | +138.2% |
| All | +588.7% | -48.3% | +637.0% | +635.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling