+104.5%
FTNT vs TSCO
-40.6%
+145.1%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | 0.0% |
| 7D | -5.8% | +0.8% | -6.6% | -5.8% |
| 30D | -4.8% | +5.5% | -10.2% | -4.4% |
| 3M | +4.4% | +20.0% | -15.5% | +5.7% |
| 6M | +88.8% | -29.8% | +118.6% | +92.6% |
| YTD | +96.8% | -28.7% | +125.5% | +101.3% |
| 1Y | +104.5% | -40.9% | +145.4% | +117.0% |
| All | +104.5% | -40.6% | +145.1% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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