+2,111.2%
FTNT vs TXT
+103.1%
+2,008.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | -1.9% | -10.2% | +8.3% | +1.6% |
| 3M | +14.4% | -13.3% | +27.6% | +19.4% |
| 6M | +88.7% | -14.4% | +103.0% | +96.3% |
| YTD | +100.0% | -9.1% | +109.1% | +102.7% |
| 1Y | +99.9% | -2.2% | +102.0% | +96.9% |
| 3Y | +147.9% | +5.1% | +142.9% | +133.4% |
| 5Y | +155.8% | +12.8% | +143.0% | +134.2% |
| All | +2,111.2% | +103.1% | +2,008.1% | +1,556.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling