+173.2%
FTNT vs TSLQ
-97.3%
+270.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.7% | -0.2% |
| 7D | -2.7% | -8.6% | +5.9% | -3.5% |
| 30D | -1.4% | -24.9% | +23.5% | -4.0% |
| 3M | +10.1% | -1.5% | +11.6% | +12.3% |
| 6M | +88.2% | -18.1% | +106.3% | +90.1% |
| YTD | +98.3% | -0.1% | +98.4% | +106.0% |
| 1Y | +96.0% | -51.4% | +147.3% | +91.5% |
| 3Y | +145.8% | -95.9% | +241.7% | +118.2% |
| All | +173.2% | -97.3% | +270.5% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling