+92.9%
FTNT vs TSN
-1.7%
+94.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.7% | -1.7% |
| 7D | -0.1% | +3.0% | -3.2% | +0.1% |
| 30D | -3.0% | -4.2% | +1.2% | -3.4% |
| 3M | +7.6% | -3.9% | +11.5% | +6.8% |
| 6M | +87.0% | -9.8% | +96.8% | +83.1% |
| YTD | +96.5% | -7.3% | +103.8% | +92.7% |
| 1Y | +92.9% | -2.2% | +95.1% | +82.7% |
| All | +92.9% | -1.7% | +94.6% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling