+139.8%
FTNT vs TRV
+146.6%
-6.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.0% |
| 7D | -0.1% | +1.9% | -2.1% | -0.3% |
| 30D | -3.0% | +1.7% | -4.7% | -3.1% |
| 3M | +7.6% | +23.9% | -16.3% | +4.4% |
| 6M | +87.0% | +26.3% | +60.7% | +80.7% |
| YTD | +96.5% | +30.8% | +65.7% | +88.5% |
| 1Y | +92.9% | +36.3% | +56.6% | +83.4% |
| 3Y | +139.8% | +145.0% | -5.2% | +121.6% |
| All | +139.8% | +146.6% | -6.7% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling