+2,098.3%
FTNT vs TPR
+299.5%
+1,798.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.6% |
| 7D | +1.7% | -7.3% | +9.0% | +3.5% |
| 30D | -4.3% | -30.7% | +26.5% | +3.5% |
| 3M | +13.6% | -21.6% | +35.2% | +19.0% |
| 6M | +87.6% | -21.3% | +108.9% | +93.6% |
| YTD | +98.0% | -10.2% | +108.2% | +96.5% |
| 1Y | +96.9% | +9.5% | +87.4% | +84.7% |
| 3Y | +145.4% | +280.8% | -135.4% | +62.0% |
| 5Y | +153.0% | +218.7% | -65.7% | +70.8% |
| 10Y | +2,098.3% | +306.7% | +1,791.6% | +1,206.8% |
| All | +2,098.3% | +299.5% | +1,798.8% | +1,206.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling