+51.8%
FTNT vs TMF
-23.9%
+75.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +1.3% |
| 7D | -25.7% | +4.0% | -29.6% | -25.3% |
| 30D | -29.7% | +19.5% | -49.2% | -28.7% |
| 3M | -23.1% | -3.5% | -19.6% | -22.7% |
| 6M | +45.0% | -10.6% | +55.6% | +44.8% |
| YTD | +62.9% | -17.1% | +80.0% | +62.1% |
| 1Y | +51.8% | -24.3% | +76.1% | +45.7% |
| All | +51.8% | -23.9% | +75.7% | +45.7% |
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