+51.8%
FTNT vs TFC
+20.8%
+31.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +1.5% |
| 7D | -25.7% | +5.1% | -30.7% | -25.0% |
| 30D | -29.7% | +9.8% | -39.5% | -28.9% |
| 3M | -23.1% | -2.4% | -20.7% | -22.4% |
| 6M | +45.0% | +4.9% | +40.1% | +45.8% |
| YTD | +62.9% | +6.6% | +56.4% | +64.5% |
| 1Y | +51.8% | +21.3% | +30.5% | +44.9% |
| All | +51.8% | +20.8% | +31.0% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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