+2,072.5%
FTNT vs TRGP
+863.3%
+1,209.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -3.0% | +8.0% | -11.0% | -4.8% |
| 3M | +7.6% | +8.3% | -0.7% | +5.2% |
| 6M | +87.0% | +23.9% | +63.0% | +76.8% |
| YTD | +96.5% | +59.6% | +36.9% | +74.7% |
| 1Y | +92.9% | +79.4% | +13.5% | +66.1% |
| 3Y | +139.8% | +269.4% | -129.6% | +73.7% |
| 5Y | +151.3% | +641.6% | -490.3% | +55.5% |
| All | +2,072.5% | +863.3% | +1,209.2% | +1,036.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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