+51.8%
FTNT vs TRV
+54.4%
-2.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +1.9% |
| 7D | -25.7% | +3.9% | -29.5% | -24.8% |
| 30D | -29.7% | +13.5% | -43.2% | -27.6% |
| 3M | -23.1% | +8.9% | -32.0% | -21.4% |
| 6M | +45.0% | +36.8% | +8.2% | +55.6% |
| YTD | +62.9% | +42.7% | +20.3% | +72.0% |
| 1Y | +51.8% | +49.9% | +2.0% | +58.5% |
| All | +51.8% | +54.4% | -2.6% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling