+162.8%
FTNT vs TSCO
-11.8%
+174.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.2% | -1.3% |
| 7D | -0.1% | -5.7% | +5.5% | +1.5% |
| 30D | -3.0% | -8.8% | +5.8% | -0.5% |
| 3M | +7.6% | +6.3% | +1.3% | +5.2% |
| 6M | +87.0% | -32.3% | +119.2% | +110.5% |
| YTD | +96.5% | -32.7% | +129.2% | +120.5% |
| 1Y | +92.9% | -43.7% | +136.6% | +131.5% |
| 3Y | +139.8% | -19.7% | +159.5% | +131.2% |
| All | +162.8% | -11.8% | +174.7% | +130.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling