+92.9%
FTNT vs TRV
+39.8%
+53.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -1.4% |
| 7D | -0.1% | +1.9% | -2.1% | +0.2% |
| 30D | -3.0% | +1.7% | -4.7% | -2.7% |
| 3M | +7.6% | +23.9% | -16.3% | +11.5% |
| 6M | +87.0% | +26.3% | +60.7% | +94.4% |
| YTD | +96.5% | +30.8% | +65.7% | +103.8% |
| 1Y | +92.9% | +36.3% | +56.6% | +101.8% |
| All | +92.9% | +39.8% | +53.2% | +101.8% |
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