+2,098.3%
FTNT vs TMF
-86.2%
+2,184.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | +1.7% | -0.9% | +2.6% | +1.7% |
| 30D | -4.3% | -1.0% | -3.3% | -4.3% |
| 3M | +13.6% | -11.3% | +24.9% | +13.3% |
| 6M | +87.6% | -22.7% | +110.3% | +86.5% |
| YTD | +98.0% | -17.3% | +115.3% | +97.2% |
| 1Y | +96.9% | -22.5% | +119.4% | +95.9% |
| 3Y | +145.4% | -43.2% | +188.6% | +142.8% |
| 5Y | +153.0% | -88.3% | +241.3% | +128.0% |
| 10Y | +2,098.3% | -86.0% | +2,184.3% | +2,026.8% |
| All | +2,098.3% | -86.2% | +2,184.5% | +2,026.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling