+2,072.5%
FTNT vs TGT
+207.4%
+1,865.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | -0.1% | -5.2% | +5.1% | +1.3% |
| 30D | -3.0% | +1.2% | -4.2% | -3.4% |
| 3M | +7.6% | +18.4% | -10.8% | +2.2% |
| 6M | +87.0% | +33.4% | +53.5% | +70.4% |
| YTD | +96.5% | +63.8% | +32.7% | +68.3% |
| 1Y | +92.9% | +77.2% | +15.8% | +61.0% |
| 3Y | +139.8% | +41.8% | +98.1% | +101.1% |
| 5Y | +151.3% | -25.5% | +176.9% | +157.9% |
| All | +2,072.5% | +207.4% | +1,865.1% | +1,432.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling