+1,947.1%
FTNT vs TPR
+365.1%
+1,582.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.2% |
| 7D | +5.7% | -1.1% | +6.9% | +6.0% |
| 30D | -32.1% | +15.1% | -47.2% | -34.6% |
| 3M | -19.5% | -13.4% | -6.1% | -17.9% |
| 6M | +13.8% | +1.4% | +12.4% | +11.1% |
| YTD | +63.1% | +4.8% | +58.4% | +55.2% |
| 1Y | +57.7% | +29.2% | +28.5% | +41.7% |
| 3Y | +154.9% | +403.7% | -248.8% | +56.2% |
| 5Y | +89.3% | +230.8% | -141.5% | +26.0% |
| All | +1,947.1% | +365.1% | +1,582.0% | +1,092.5% |
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