+9,374.7%
FTNT vs TSEM
+1,336.7%
+8,038.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | -2.7% | +10.4% | -13.1% | -5.0% |
| 30D | -1.4% | -12.9% | +11.6% | +1.3% |
| 3M | +10.1% | -9.2% | +19.3% | +9.4% |
| 6M | +88.2% | +98.8% | -10.6% | +49.9% |
| YTD | +98.3% | +87.2% | +11.1% | +58.1% |
| 1Y | +96.0% | +239.0% | -143.0% | +32.5% |
| 3Y | +145.8% | +679.5% | -533.7% | +29.1% |
| 5Y | +154.6% | +667.3% | -512.6% | +32.1% |
| 10Y | +2,063.6% | +1,301.0% | +762.6% | +825.8% |
| All | +9,374.7% | +1,336.7% | +8,038.0% | +3,663.3% |
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