+90.1%
FTNT vs TFC
-0.5%
+90.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -1.0% | -1.2% | +0.2% | -0.6% |
| 30D | -33.6% | +7.8% | -41.4% | -35.4% |
| 3M | -20.9% | -3.0% | -17.9% | -20.4% |
| 6M | +11.0% | +5.8% | +5.2% | +8.0% |
| YTD | +61.3% | +5.3% | +56.0% | +56.1% |
| 1Y | +53.1% | +15.7% | +37.4% | +42.8% |
| 3Y | +152.1% | +94.8% | +57.3% | +90.1% |
| 5Y | +90.1% | 0.0% | +90.1% | +103.9% |
| All | +90.1% | -0.5% | +90.6% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling