+1,947.1%
FTNT vs THC
+1,818.8%
+128.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | +1.5% |
| 7D | +5.7% | +0.1% | +5.6% | +5.7% |
| 30D | -32.1% | +7.5% | -39.6% | -33.0% |
| 3M | -19.5% | +7.5% | -27.0% | -20.6% |
| 6M | +13.8% | +46.4% | -32.7% | +5.7% |
| YTD | +63.1% | +44.4% | +18.8% | +51.0% |
| 1Y | +57.7% | +43.4% | +14.3% | +46.0% |
| 3Y | +154.9% | +433.3% | -278.4% | +82.5% |
| 5Y | +89.3% | +262.5% | -173.2% | +41.3% |
| All | +1,947.1% | +1,818.8% | +128.3% | +1,041.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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