+144.1%
FTNT vs TRU
-2.2%
+146.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.1% |
| 7D | +1.6% | -9.4% | +11.0% | +4.0% |
| 30D | -1.9% | -4.1% | +2.2% | -1.0% |
| 3M | +14.4% | +13.6% | +0.8% | +10.0% |
| 6M | +88.7% | +3.6% | +85.1% | +85.1% |
| YTD | +100.0% | -9.8% | +109.9% | +102.0% |
| 1Y | +99.9% | -13.6% | +113.5% | +103.2% |
| All | +144.1% | -2.2% | +146.4% | +164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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