+130.8%
FTNT vs TLN
+589.3%
-458.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +1.7% | +5.8% | -4.1% | +1.0% |
| 30D | -4.3% | -6.9% | +2.6% | -3.6% |
| 3M | +13.6% | -10.9% | +24.5% | +14.6% |
| 6M | +87.6% | -4.6% | +92.2% | +85.4% |
| YTD | +98.0% | -14.7% | +112.7% | +97.9% |
| 1Y | +96.9% | -17.9% | +114.8% | +97.6% |
| 3Y | +145.4% | +483.9% | -338.5% | +57.8% |
| All | +130.8% | +589.3% | -458.6% | +41.1% |
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