+2,072.5%
FTNT vs TSN
-4.9%
+2,077.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -2.0% |
| 7D | -0.1% | +3.0% | -3.2% | -0.8% |
| 30D | -3.0% | -4.2% | +1.2% | -2.3% |
| 3M | +7.6% | -3.9% | +11.5% | +8.0% |
| 6M | +87.0% | -9.8% | +96.8% | +89.4% |
| YTD | +96.5% | -7.3% | +103.8% | +97.6% |
| 1Y | +92.9% | -2.2% | +95.1% | +91.3% |
| 3Y | +139.8% | +11.9% | +128.0% | +125.0% |
| 5Y | +151.3% | -16.9% | +168.3% | +153.0% |
| All | +2,072.5% | -4.9% | +2,077.4% | +1,838.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 10y: compounded portfolio wealth divided by compounded TSN 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…
10y analysis · Full analysis span regression · 6 months rolling