+147.4%
FTNT vs TPR
+308.4%
-161.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | -2.3% | -3.5% | -5.6% |
| 30D | -4.8% | -23.0% | +18.2% | -2.2% |
| 3M | +4.4% | -12.5% | +16.9% | +5.3% |
| 6M | +88.8% | -21.4% | +110.2% | +92.5% |
| YTD | +96.8% | -3.5% | +100.3% | +90.4% |
| 1Y | +104.5% | +17.4% | +87.1% | +87.6% |
| All | +147.4% | +308.4% | -161.0% | +107.2% |
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