+2,072.5%
FTNT vs TSCO
+185.7%
+1,886.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.2% |
| 7D | -0.1% | -5.7% | +5.5% | +1.9% |
| 30D | -3.0% | -8.8% | +5.8% | 0.0% |
| 3M | +7.6% | +6.3% | +1.3% | +4.7% |
| 6M | +87.0% | -32.3% | +119.2% | +112.4% |
| YTD | +96.5% | -32.7% | +129.2% | +122.6% |
| 1Y | +92.9% | -43.7% | +136.6% | +134.1% |
| 3Y | +139.8% | -19.7% | +159.5% | +140.2% |
| 5Y | +151.3% | -11.6% | +162.9% | +138.7% |
| All | +2,072.5% | +185.7% | +1,886.7% | +1,293.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling