+9,303.7%
FTNT vs TFC
+274.9%
+9,028.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.8% | +2.4% | -8.3% | -6.7% |
| 30D | -4.8% | -1.3% | -3.5% | -4.4% |
| 3M | +4.4% | +6.1% | -1.6% | +2.0% |
| 6M | +88.8% | +7.3% | +81.4% | +82.6% |
| YTD | +96.8% | +8.2% | +88.6% | +89.4% |
| 1Y | +104.5% | +14.4% | +90.0% | +92.3% |
| 3Y | +156.8% | +93.7% | +63.0% | +95.6% |
| 5Y | +144.1% | +16.4% | +127.7% | +119.2% |
| 10Y | +2,021.8% | +101.6% | +1,920.2% | +1,248.8% |
| All | +9,303.7% | +274.9% | +9,028.8% | +4,449.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling