+159.1%
FTNT vs TEM
+60.7%
+98.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | -2.7% | +3.2% | -6.0% | -3.0% |
| 30D | -1.4% | +23.5% | -24.9% | -3.8% |
| 3M | +10.1% | +32.3% | -22.2% | +6.3% |
| 6M | +88.2% | +23.0% | +65.2% | +81.7% |
| YTD | +98.3% | +8.9% | +89.4% | +93.2% |
| 1Y | +96.0% | -19.9% | +115.8% | +96.7% |
| All | +159.1% | +60.7% | +98.4% | +133.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling