+86.7%
FTNT vs TLN
+710.8%
-624.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -1.4% |
| 7D | +7.1% | +11.0% | -4.0% | +5.6% |
| 30D | -30.9% | +4.9% | -35.8% | -31.4% |
| 3M | -23.1% | +4.9% | -28.0% | -23.9% |
| 6M | +8.1% | +7.1% | +1.0% | +6.0% |
| YTD | +60.2% | +0.3% | +59.9% | +56.3% |
| 1Y | +57.0% | +5.9% | +51.1% | +51.2% |
| 3Y | +152.9% | +578.5% | -425.6% | +58.9% |
| All | +86.7% | +710.8% | -624.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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