+92.9%
FTNT vs TPG
-16.9%
+109.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -0.1% | -9.4% | +9.3% | +1.8% |
| 30D | -3.0% | -5.3% | +2.3% | -1.7% |
| 3M | +7.6% | +12.9% | -5.3% | +5.6% |
| 6M | +87.0% | +20.1% | +66.9% | +81.2% |
| YTD | +96.5% | -22.5% | +119.0% | +100.4% |
| 1Y | +92.9% | -19.7% | +112.6% | +97.8% |
| All | +92.9% | -16.9% | +109.8% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling