+7,554.6%
FTNT vs TSEM
+860.1%
+6,694.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -6.9% | +5.2% | -0.3% |
| 7D | +7.1% | +7.0% | +0.1% | +5.3% |
| 30D | -30.9% | -29.8% | -1.1% | -25.8% |
| 3M | -23.1% | -41.9% | +18.8% | -14.9% |
| 6M | +8.1% | -45.8% | +53.8% | +18.0% |
| YTD | +60.2% | +25.1% | +35.1% | +37.5% |
| 1Y | +57.0% | +48.2% | +8.8% | +28.5% |
| 3Y | +152.9% | +476.5% | -323.6% | +39.5% |
| 5Y | +85.9% | +301.4% | -215.5% | +10.6% |
| 10Y | +1,896.5% | +812.9% | +1,083.6% | +825.4% |
| All | +7,554.6% | +860.1% | +6,694.6% | +3,172.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling