+156.8%
FTNT vs TEM
+47.5%
+109.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.2% | -1.8% |
| 7D | -0.1% | -8.7% | +8.5% | +0.8% |
| 30D | -3.0% | +8.1% | -11.0% | -4.1% |
| 3M | +7.6% | +19.0% | -11.4% | +5.0% |
| 6M | +87.0% | +12.0% | +74.9% | +82.2% |
| YTD | +96.5% | -0.1% | +96.6% | +93.1% |
| 1Y | +92.9% | -33.5% | +126.5% | +97.5% |
| All | +156.8% | +47.5% | +109.3% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling