+155.8%
FTNT vs TSN
-18.6%
+174.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.5% |
| 30D | -1.9% | -6.2% | +4.3% | -1.6% |
| 3M | +14.4% | -5.7% | +20.0% | +14.5% |
| 6M | +88.7% | -11.4% | +100.0% | +89.2% |
| YTD | +100.0% | -8.2% | +108.2% | +100.0% |
| 1Y | +99.9% | -2.0% | +101.9% | +98.5% |
| 3Y | +147.9% | +11.9% | +136.1% | +138.2% |
| 5Y | +155.8% | -17.8% | +173.6% | +201.0% |
| All | +155.8% | -18.6% | +174.4% | +201.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling