+141.6%
FTNT vs TW
+20.8%
+120.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.8% |
| 30D | -4.3% | -0.6% | -3.7% | -4.1% |
| 3M | +13.6% | +3.4% | +10.2% | +12.7% |
| 6M | +87.6% | -18.4% | +106.0% | +95.2% |
| YTD | +98.0% | -3.9% | +101.9% | +99.0% |
| 1Y | +96.9% | -13.3% | +110.2% | +102.7% |
| All | +141.6% | +20.8% | +120.8% | +121.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling