+155.8%
FTNT vs TRGP
+627.0%
-471.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.9% | +1.0% |
| 7D | +1.6% | -0.6% | +2.1% | +1.8% |
| 30D | -1.9% | +10.0% | -11.8% | -5.2% |
| 3M | +14.4% | +7.6% | +6.8% | +10.8% |
| 6M | +88.7% | +26.8% | +61.9% | +71.9% |
| YTD | +100.0% | +60.6% | +39.5% | +66.8% |
| 1Y | +99.9% | +82.5% | +17.4% | +57.6% |
| 3Y | +147.9% | +265.0% | -117.1% | +47.2% |
| 5Y | +155.8% | +645.9% | -490.1% | +28.2% |
| All | +155.8% | +627.0% | -471.2% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling