+104.5%
FTNT vs TW
-15.9%
+120.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -5.8% | -2.3% | -3.5% | -5.8% |
| 30D | -4.8% | +3.9% | -8.7% | -4.9% |
| 3M | +4.4% | +5.7% | -1.3% | +4.5% |
| 6M | +88.8% | -14.5% | +103.3% | +92.6% |
| YTD | +96.8% | -0.9% | +97.7% | +101.0% |
| 1Y | +104.5% | -13.5% | +118.0% | +104.6% |
| All | +104.5% | -15.9% | +120.4% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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