+104.5%
FTNT vs TEM
-15.5%
+120.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -5.8% | +0.9% | -6.8% | -5.9% |
| 30D | -4.8% | +38.4% | -43.1% | -8.3% |
| 3M | +4.4% | +23.7% | -19.2% | +2.2% |
| 6M | +88.8% | +26.0% | +62.8% | +81.8% |
| YTD | +96.8% | +9.4% | +87.4% | +91.6% |
| 1Y | +104.5% | -17.3% | +121.7% | +111.7% |
| All | +104.5% | -15.5% | +120.0% | +111.7% |
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