+104.5%
FTNT vs TMF
-15.2%
+119.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -5.8% | -1.4% | -4.4% | -5.9% |
| 30D | -4.8% | -2.8% | -1.9% | -4.8% |
| 3M | +4.4% | -10.9% | +15.3% | +4.0% |
| 6M | +88.8% | -21.3% | +110.1% | +85.8% |
| YTD | +96.8% | -15.9% | +112.7% | +95.2% |
| 1Y | +104.5% | -15.7% | +120.2% | +97.9% |
| All | +104.5% | -15.2% | +119.7% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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