+170.8%
FTNT vs TSLQ
-97.2%
+268.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.9% |
| 7D | -0.1% | -6.6% | +6.5% | -0.9% |
| 30D | -3.0% | -24.3% | +21.3% | -5.4% |
| 3M | +7.6% | -3.6% | +11.2% | +9.3% |
| 6M | +87.0% | -12.0% | +98.9% | +90.4% |
| YTD | +96.5% | +1.4% | +95.2% | +104.5% |
| 1Y | +92.9% | -43.6% | +136.5% | +91.6% |
| 3Y | +139.8% | -95.4% | +235.2% | +118.6% |
| All | +170.8% | -97.2% | +268.0% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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