+145.7%
FTNT vs TOST
+145.2%
+0.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.5% | +3.0% | -6.5% | -4.2% |
| 30D | -36.5% | +10.3% | -46.8% | -38.2% |
| 3M | -24.7% | -3.3% | -21.5% | -24.5% |
| 6M | +8.3% | +37.8% | -29.5% | -1.2% |
| YTD | +55.6% | -2.8% | +58.4% | +53.4% |
| 1Y | +50.2% | -9.6% | +59.8% | +50.6% |
| All | +145.7% | +145.2% | +0.5% | +110.4% |
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