+104.5%
FTNT vs TXT
-1.0%
+105.5%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | -0.1% |
| 7D | -5.8% | -4.8% | -1.1% | -6.3% |
| 30D | -4.8% | -10.6% | +5.8% | -5.7% |
| 3M | +4.4% | -13.2% | +17.6% | +3.3% |
| 6M | +88.8% | -20.3% | +109.1% | +87.1% |
| YTD | +96.8% | -9.3% | +106.1% | +90.3% |
| 1Y | +104.5% | -2.7% | +107.2% | +94.1% |
| All | +104.5% | -1.0% | +105.5% | +94.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 1y: compounded portfolio wealth divided by compounded TXT 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…
1y analysis · Full analysis span regression · 6 months rolling