+51.8%
FTNT vs TGT
+86.7%
-34.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.6% | -4.6% | +1.9% |
| 7D | -25.7% | +9.5% | -35.2% | -24.6% |
| 30D | -29.7% | +6.6% | -36.3% | -28.8% |
| 3M | -23.1% | +11.0% | -34.1% | -21.6% |
| 6M | +45.0% | +29.9% | +15.1% | +50.3% |
| YTD | +62.9% | +71.4% | -8.5% | +60.5% |
| 1Y | +51.8% | +88.6% | -36.8% | +44.4% |
| All | +51.8% | +86.7% | -34.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 1y: compounded portfolio wealth divided by compounded TGT 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…
1y analysis · Full analysis span regression · 6 months rolling