+7,335.0%
FTNT vs TPR
+511.2%
+6,823.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.5% | +12.1% | -15.6% | -6.6% |
| 30D | -36.5% | +16.7% | -53.2% | -39.6% |
| 3M | -24.7% | -17.4% | -7.4% | -22.1% |
| 6M | +8.3% | +2.3% | +6.0% | +5.1% |
| YTD | +55.6% | +7.1% | +48.5% | +46.0% |
| 1Y | +50.2% | +29.5% | +20.7% | +32.8% |
| 3Y | +143.2% | +415.0% | -271.9% | +37.4% |
| 5Y | +85.5% | +261.5% | -176.0% | +13.6% |
| 10Y | +1,868.3% | +383.3% | +1,485.0% | +863.0% |
| All | +7,335.0% | +511.2% | +6,823.9% | +2,812.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling