+104.8%
FTNT vs TOST
-47.1%
+151.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.5% | +3.0% | -6.5% | -4.3% |
| 30D | -36.5% | +10.3% | -46.8% | -38.4% |
| 3M | -24.7% | -3.3% | -21.5% | -24.5% |
| 6M | +8.3% | +37.8% | -29.5% | -2.3% |
| YTD | +55.6% | -2.8% | +58.4% | +53.2% |
| 1Y | +50.2% | -9.6% | +59.8% | +50.7% |
| 3Y | +143.2% | +144.6% | -1.5% | +75.7% |
| 5Y | +85.5% | -31.0% | +116.4% | +56.7% |
| All | +104.8% | -47.1% | +151.9% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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