+834.6%
FTNT vs TW
+206.7%
+627.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.7% | -1.3% |
| 7D | -0.1% | -4.5% | +4.3% | +1.9% |
| 30D | -3.0% | -2.3% | -0.7% | -2.0% |
| 3M | +7.6% | +2.6% | +5.0% | +5.1% |
| 6M | +87.0% | -17.5% | +104.5% | +102.0% |
| YTD | +96.5% | -5.3% | +101.8% | +96.9% |
| 1Y | +92.9% | -14.8% | +107.7% | +103.0% |
| 3Y | +139.8% | +18.8% | +121.0% | +99.8% |
| 5Y | +151.3% | +20.7% | +130.6% | +104.9% |
| All | +834.6% | +206.7% | +627.8% | +389.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling