+2,072.5%
FTNT vs TSEM
+1,313.0%
+759.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -2.1% |
| 7D | -0.1% | -4.9% | +4.7% | +1.0% |
| 30D | -3.0% | -18.7% | +15.8% | +1.4% |
| 3M | +7.6% | -18.1% | +25.7% | +9.6% |
| 6M | +87.0% | +77.1% | +9.9% | +48.9% |
| YTD | +96.5% | +80.1% | +16.4% | +53.1% |
| 1Y | +92.9% | +220.4% | -127.4% | +23.8% |
| 3Y | +139.8% | +650.1% | -510.2% | +11.0% |
| 5Y | +151.3% | +628.9% | -477.5% | +14.8% |
| All | +2,072.5% | +1,313.0% | +759.5% | +688.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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