+159.1%
FTNT vs TOST
-48.0%
+207.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -5.8% | -3.4% | -2.4% | -5.0% |
| 30D | -4.8% | -2.4% | -2.3% | -4.3% |
| 3M | +4.4% | +34.6% | -30.2% | -4.6% |
| 6M | +88.8% | +15.2% | +73.6% | +78.7% |
| YTD | +96.8% | -4.4% | +101.2% | +95.4% |
| 1Y | +104.5% | -17.4% | +121.9% | +110.4% |
| 3Y | +156.8% | +54.5% | +102.3% | +111.7% |
| All | +159.1% | -48.0% | +207.1% | +128.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling