+9,359.7%
FTNT vs TNA
+635.8%
+8,723.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | +1.0% |
| 7D | +1.7% | -3.6% | +5.3% | +2.8% |
| 30D | -4.3% | -10.1% | +5.8% | -1.5% |
| 3M | +13.6% | +2.7% | +10.9% | +12.2% |
| 6M | +87.6% | +38.4% | +49.2% | +67.1% |
| YTD | +98.0% | +45.4% | +52.6% | +72.3% |
| 1Y | +96.9% | +55.9% | +41.0% | +66.0% |
| 3Y | +145.4% | +109.8% | +35.6% | +69.4% |
| 5Y | +153.0% | -22.5% | +175.5% | +114.1% |
| 10Y | +2,098.3% | +87.5% | +2,010.7% | +966.4% |
| All | +9,359.7% | +635.8% | +8,723.9% | +2,424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling