+51.8%
FTNT vs TPR
+20.9%
+31.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +2.0% |
| 7D | -25.7% | +12.6% | -38.3% | -22.8% |
| 30D | -29.7% | +7.1% | -36.9% | -27.7% |
| 3M | -23.1% | -19.4% | -3.8% | -24.0% |
| 6M | +45.0% | -9.7% | +54.7% | +44.0% |
| YTD | +62.9% | -1.0% | +63.9% | +57.1% |
| 1Y | +51.8% | +19.3% | +32.5% | +36.3% |
| All | +51.8% | +20.9% | +31.0% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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