+75.4%
FTNT vs TMF
-88.4%
+163.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | -37.1% | +16.3% | -53.4% | -37.4% |
| 3M | -23.3% | -2.7% | -20.6% | -23.2% |
| 6M | +7.4% | -13.2% | +20.5% | +7.9% |
| YTD | +54.2% | -16.7% | +70.9% | +55.1% |
| 1Y | +49.7% | -22.7% | +72.5% | +51.0% |
| 3Y | +146.6% | -26.1% | +172.7% | +146.7% |
| 5Y | +75.4% | -88.4% | +163.9% | +85.5% |
| All | +75.4% | -88.4% | +163.8% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling