+154.7%
FTNT vs TFC
+96.6%
+58.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.7% |
| 30D | -33.6% | +7.8% | -41.4% | -35.0% |
| 3M | -20.9% | -3.0% | -17.9% | -20.3% |
| 6M | +11.0% | +5.8% | +5.2% | +8.5% |
| YTD | +61.3% | +5.3% | +56.0% | +56.7% |
| 1Y | +53.1% | +15.7% | +37.4% | +43.3% |
| All | +154.7% | +96.6% | +58.1% | +112.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling