+109.3%
FTNT vs TEM
+79.0%
+30.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.9% | -1.2% |
| 7D | +7.1% | -5.9% | +12.9% | +7.6% |
| 30D | -30.9% | +4.8% | -35.7% | -31.5% |
| 3M | -23.1% | +31.9% | -55.0% | -26.2% |
| 6M | +8.1% | +56.0% | -47.9% | +1.6% |
| YTD | +60.2% | +21.3% | +39.0% | +53.0% |
| 1Y | +57.0% | +5.4% | +51.6% | +52.1% |
| All | +109.3% | +79.0% | +30.3% | +84.9% |
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