+145.8%
FTNT vs TFC
+98.6%
+47.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | -2.7% | +2.2% | -5.0% | -3.3% |
| 30D | -1.4% | -2.5% | +1.1% | -0.8% |
| 3M | +10.1% | +4.5% | +5.5% | +8.5% |
| 6M | +88.2% | +11.0% | +77.2% | +81.1% |
| YTD | +98.3% | +5.9% | +92.4% | +93.2% |
| 1Y | +96.0% | +14.6% | +81.4% | +85.6% |
| 3Y | +145.8% | +96.7% | +49.1% | +113.0% |
| All | +145.8% | +98.6% | +47.2% | +113.0% |
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