+155.8%
FTNT vs TW
+19.6%
+136.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | -1.9% | -1.7% | -0.1% | -1.2% |
| 3M | +14.4% | +1.6% | +12.8% | +12.6% |
| 6M | +88.7% | -17.7% | +106.3% | +103.1% |
| YTD | +100.0% | -4.3% | +104.4% | +99.9% |
| 1Y | +99.9% | -13.1% | +113.0% | +108.5% |
| 3Y | +147.9% | +20.3% | +127.6% | +98.8% |
| 5Y | +155.8% | +22.0% | +133.9% | +132.5% |
| All | +155.8% | +19.6% | +136.2% | +132.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling