+51.8%
FTNT vs TEM
-11.1%
+62.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.2% |
| 7D | -25.7% | -1.3% | -24.4% | -25.6% |
| 30D | -29.7% | -9.5% | -20.2% | -29.4% |
| 3M | -23.1% | +60.7% | -83.8% | -27.4% |
| 6M | +45.0% | +35.5% | +9.5% | +39.8% |
| YTD | +62.9% | +28.0% | +34.9% | +53.9% |
| 1Y | +51.8% | -10.5% | +62.3% | +58.4% |
| All | +51.8% | -11.1% | +62.9% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling