+137.2%
FTNT vs TOST
+96.7%
+40.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.7% |
| 7D | -12.7% | +9.4% | -22.1% | -14.6% |
| 30D | -37.2% | +13.5% | -50.7% | -39.2% |
| 3M | -25.8% | -0.1% | -25.6% | -26.1% |
| 6M | +32.1% | +22.5% | +9.7% | +24.0% |
| YTD | +49.7% | -2.4% | +52.0% | +47.4% |
| 1Y | +47.6% | -4.7% | +52.3% | +45.9% |
| 3Y | +137.2% | +103.2% | +34.0% | +113.9% |
| All | +137.2% | +96.7% | +40.6% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling