+1,910.4%
FTNT vs TXT
+89.4%
+1,821.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | +7.1% | +0.1% | +6.9% | +7.0% |
| 30D | -30.9% | +13.3% | -44.2% | -34.4% |
| 3M | -23.1% | -5.0% | -18.1% | -22.8% |
| 6M | +8.1% | -8.4% | +16.5% | +9.3% |
| YTD | +60.2% | -4.0% | +64.2% | +57.4% |
| 1Y | +57.0% | +2.8% | +54.2% | +50.4% |
| 3Y | +152.9% | +10.3% | +142.6% | +131.6% |
| 5Y | +85.9% | +9.2% | +76.7% | +69.2% |
| All | +1,910.4% | +89.4% | +1,821.0% | +1,495.3% |
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