+1,910.4%
FTNT vs TFC
+79.2%
+1,831.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | +7.1% | +2.3% | +4.8% | +6.4% |
| 30D | -30.9% | +10.8% | -41.7% | -33.1% |
| 3M | -23.1% | -3.8% | -19.3% | -22.5% |
| 6M | +8.1% | +9.6% | -1.5% | +4.5% |
| YTD | +60.2% | +5.8% | +54.4% | +55.6% |
| 1Y | +57.0% | +16.2% | +40.8% | +47.9% |
| 3Y | +152.9% | +96.0% | +56.9% | +100.8% |
| 5Y | +85.9% | +1.7% | +84.2% | +76.3% |
| All | +1,910.4% | +79.2% | +1,831.2% | +1,528.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling