+1,910.4%
FTNT vs TSN
+14.5%
+1,896.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.6% |
| 7D | +7.1% | -1.4% | +8.5% | +7.4% |
| 30D | -30.9% | +8.5% | -39.4% | -32.1% |
| 3M | -23.1% | +5.3% | -28.4% | -24.2% |
| 6M | +8.1% | -10.5% | +18.6% | +10.0% |
| YTD | +60.2% | +3.0% | +57.2% | +57.4% |
| 1Y | +57.0% | +12.1% | +44.9% | +51.1% |
| 3Y | +152.9% | +43.1% | +109.8% | +122.8% |
| 5Y | +85.9% | -15.1% | +101.0% | +88.0% |
| All | +1,910.4% | +14.5% | +1,896.0% | +1,636.7% |
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