+137.2%
FTNT vs TPR
+407.4%
-270.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -12.7% | +14.2% | -26.9% | -13.3% |
| 30D | -37.2% | +17.1% | -54.3% | -37.9% |
| 3M | -25.8% | -17.7% | -8.1% | -23.9% |
| 6M | +32.1% | -10.2% | +42.3% | +33.1% |
| YTD | +49.7% | +4.9% | +44.7% | +44.1% |
| 1Y | +47.6% | +36.1% | +11.4% | +32.6% |
| 3Y | +137.2% | +416.5% | -279.3% | +87.1% |
| All | +137.2% | +407.4% | -270.2% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling