+9,303.7%
FTNT vs TPR
+450.4%
+8,853.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.8% | -2.3% | -3.5% | -5.3% |
| 30D | -4.8% | -23.0% | +18.2% | +1.4% |
| 3M | +4.4% | -12.5% | +16.9% | +6.9% |
| 6M | +88.8% | -21.4% | +110.2% | +96.3% |
| YTD | +96.8% | -3.5% | +100.3% | +91.7% |
| 1Y | +104.5% | +17.4% | +87.1% | +87.0% |
| 3Y | +156.8% | +291.3% | -134.5% | +58.4% |
| 5Y | +144.1% | +241.9% | -97.9% | +52.6% |
| 10Y | +2,021.8% | +322.7% | +1,699.1% | +989.0% |
| All | +9,303.7% | +450.4% | +8,853.3% | +3,725.4% |
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