+92.9%
FTNT vs TSEM
+212.9%
-120.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.8% |
| 7D | -0.1% | -4.9% | +4.7% | 0.0% |
| 30D | -3.0% | -18.7% | +15.8% | -2.3% |
| 3M | +7.6% | -18.1% | +25.7% | +7.8% |
| 6M | +87.0% | +77.1% | +9.9% | +82.0% |
| YTD | +96.5% | +80.1% | +16.4% | +89.2% |
| 1Y | +92.9% | +220.4% | -127.4% | +68.4% |
| All | +92.9% | +212.9% | -120.0% | +68.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling