+162.8%
FTNT vs TNA
-23.3%
+186.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.8% | -2.0% |
| 7D | -0.1% | -7.3% | +7.1% | +1.9% |
| 30D | -3.0% | -14.2% | +11.2% | +1.0% |
| 3M | +7.6% | -4.6% | +12.2% | +8.4% |
| 6M | +87.0% | +36.9% | +50.0% | +67.2% |
| YTD | +96.5% | +42.5% | +54.0% | +72.1% |
| 1Y | +92.9% | +45.8% | +47.2% | +65.9% |
| 3Y | +139.8% | +104.7% | +35.2% | +63.4% |
| All | +162.8% | -23.3% | +186.1% | +129.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling