+842.9%
FTNT vs TW
+211.4%
+631.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +2.1% |
| 7D | -2.7% | -3.5% | +0.8% | -1.1% |
| 30D | -1.4% | +0.5% | -1.9% | -1.6% |
| 3M | +10.1% | +4.9% | +5.1% | +6.3% |
| 6M | +88.2% | -17.1% | +105.3% | +102.9% |
| YTD | +98.3% | -3.9% | +102.2% | +97.3% |
| 1Y | +96.0% | -13.3% | +109.2% | +104.5% |
| 3Y | +145.8% | +20.9% | +124.9% | +103.1% |
| 5Y | +154.6% | +20.5% | +134.1% | +108.0% |
| All | +842.9% | +211.4% | +631.5% | +390.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling