+895.7%
FTNT vs TXG
+27.0%
+868.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -2.3% |
| 7D | -0.1% | +9.5% | -9.6% | -1.8% |
| 30D | -3.0% | +18.8% | -21.7% | -6.1% |
| 3M | +7.6% | +136.1% | -128.5% | -8.9% |
| 6M | +87.0% | +235.2% | -148.3% | +46.4% |
| YTD | +96.5% | +320.5% | -224.0% | +46.3% |
| 1Y | +92.9% | +425.2% | -332.3% | +35.6% |
| 3Y | +139.8% | +42.9% | +97.0% | +104.3% |
| 5Y | +151.3% | -62.8% | +214.2% | +173.6% |
| All | +895.7% | +27.0% | +868.7% | +761.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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