+141.6%
FTNT vs TSN
+10.3%
+131.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.9% | -0.2% |
| 7D | +1.7% | -7.3% | +9.0% | +1.2% |
| 30D | -4.3% | -8.6% | +4.4% | -4.8% |
| 3M | +13.6% | -7.5% | +21.1% | +12.9% |
| 6M | +87.6% | -14.1% | +101.7% | +85.7% |
| YTD | +98.0% | -9.4% | +107.4% | +96.5% |
| 1Y | +96.9% | -4.1% | +101.0% | +95.7% |
| All | +141.6% | +10.3% | +131.3% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling