+89.8%
FTNT vs TOST
-27.7%
+117.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -2.8% |
| 7D | +7.1% | 0.0% | +7.0% | +7.0% |
| 30D | -30.9% | +16.2% | -47.1% | -34.1% |
| 3M | -23.1% | -1.5% | -21.6% | -23.3% |
| 6M | +8.1% | +55.3% | -47.2% | -6.3% |
| YTD | +60.2% | -2.3% | +62.5% | +57.3% |
| 1Y | +57.0% | -5.5% | +62.5% | +55.4% |
| 3Y | +152.9% | +151.1% | +1.8% | +77.3% |
| All | +89.8% | -27.7% | +117.6% | +78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling