+9,374.7%
FTNT vs TRV
+910.4%
+8,464.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.1% |
| 7D | -2.7% | +0.5% | -3.2% | -2.9% |
| 30D | -1.4% | -4.9% | +3.5% | +0.4% |
| 3M | +10.1% | +23.7% | -13.7% | +0.9% |
| 6M | +88.2% | +20.3% | +67.9% | +73.9% |
| YTD | +98.3% | +27.1% | +71.2% | +78.9% |
| 1Y | +96.0% | +35.3% | +60.6% | +72.0% |
| 3Y | +145.8% | +139.8% | +6.0% | +66.6% |
| 5Y | +154.6% | +153.9% | +0.8% | +65.5% |
| 10Y | +2,063.6% | +285.9% | +1,777.8% | +960.9% |
| All | +9,374.7% | +910.4% | +8,464.4% | +2,424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling