+155.8%
FTNT vs TSEM
+610.6%
-454.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.7% |
| 7D | +1.6% | +0.9% | +0.7% | +1.4% |
| 30D | -1.9% | -16.6% | +14.8% | +0.8% |
| 3M | +14.4% | -10.9% | +25.3% | +14.1% |
| 6M | +88.7% | +78.0% | +10.6% | +58.0% |
| YTD | +100.0% | +77.2% | +22.8% | +65.2% |
| 1Y | +99.9% | +207.6% | -107.7% | +40.5% |
| 3Y | +147.9% | +637.8% | -489.9% | +29.6% |
| 5Y | +155.8% | +617.0% | -461.2% | +39.1% |
| All | +155.8% | +610.6% | -454.8% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling