+903.1%
FTNT vs TXG
+24.6%
+878.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.7% | -0.6% |
| 7D | +1.7% | +9.1% | -7.4% | +0.1% |
| 30D | -4.3% | +14.9% | -19.1% | -6.8% |
| 3M | +13.6% | +120.0% | -106.4% | -2.6% |
| 6M | +87.6% | +221.8% | -134.2% | +48.0% |
| YTD | +98.0% | +312.6% | -214.6% | +48.0% |
| 1Y | +96.9% | +398.4% | -301.5% | +39.7% |
| 3Y | +145.4% | +42.1% | +103.3% | +109.1% |
| 5Y | +153.0% | -63.5% | +216.4% | +176.3% |
| All | +903.1% | +24.6% | +878.5% | +770.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling