+113.1%
FTNT vs TEM
+89.7%
+23.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.5% | +5.6% | +1.6% |
| 7D | +5.7% | +7.8% | -2.0% | +4.8% |
| 30D | -32.1% | +11.2% | -43.3% | -33.1% |
| 3M | -19.5% | +39.0% | -58.4% | -23.1% |
| 6M | +13.8% | +61.6% | -47.9% | +6.5% |
| YTD | +63.1% | +28.5% | +34.6% | +54.9% |
| 1Y | +57.7% | +6.7% | +51.0% | +52.6% |
| All | +113.1% | +89.7% | +23.4% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling