+167.5%
FTNT vs TRV
+157.5%
+10.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +1.6% | -1.5% | +3.1% | +1.9% |
| 30D | -1.9% | -1.8% | -0.1% | -1.5% |
| 3M | +14.4% | +21.6% | -7.2% | +9.1% |
| 6M | +88.7% | +22.5% | +66.2% | +79.3% |
| YTD | +100.0% | +28.1% | +71.9% | +87.6% |
| 1Y | +99.9% | +37.0% | +62.8% | +83.7% |
| 3Y | +147.9% | +141.9% | +6.0% | +90.5% |
| All | +167.5% | +157.5% | +10.0% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling