+51.8%
FTNT vs TNA
+37.5%
+14.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | +0.5% |
| 7D | -25.7% | +2.4% | -28.1% | -25.9% |
| 30D | -29.7% | -0.9% | -28.8% | -29.8% |
| 3M | -23.1% | -19.2% | -3.9% | -21.4% |
| 6M | +45.0% | -0.8% | +45.8% | +44.1% |
| YTD | +62.9% | +33.2% | +29.7% | +50.9% |
| 1Y | +51.8% | +38.5% | +13.3% | +38.5% |
| All | +51.8% | +37.5% | +14.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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