+104.5%
FTNT vs TRV
+34.7%
+69.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | -0.3% |
| 7D | -5.8% | -0.1% | -5.7% | -5.9% |
| 30D | -4.8% | -3.4% | -1.4% | -5.4% |
| 3M | +4.4% | +26.4% | -22.0% | +8.8% |
| 6M | +88.8% | +19.3% | +69.5% | +94.3% |
| YTD | +96.8% | +28.3% | +68.5% | +103.4% |
| 1Y | +104.5% | +34.3% | +70.2% | +112.9% |
| All | +104.5% | +34.7% | +69.8% | +112.9% |
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