+2,072.5%
FTNT vs TEL
+316.2%
+1,756.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.3% | -3.6% |
| 7D | -0.1% | +1.6% | -1.7% | -1.0% |
| 30D | -3.0% | -0.7% | -2.3% | -3.0% |
| 3M | +7.6% | +2.4% | +5.2% | +5.4% |
| 6M | +87.0% | +4.1% | +82.8% | +76.8% |
| YTD | +96.5% | -5.8% | +102.4% | +94.3% |
| 1Y | +92.9% | +0.9% | +92.1% | +82.2% |
| 3Y | +139.8% | +72.6% | +67.2% | +59.4% |
| 5Y | +151.3% | +57.5% | +93.8% | +76.5% |
| All | +2,072.5% | +316.2% | +1,756.3% | +736.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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