+153.0%
FTNT vs TXT
+13.4%
+139.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | -4.3% | -10.4% | +6.2% | +0.3% |
| 3M | +13.6% | -14.3% | +28.0% | +20.9% |
| 6M | +87.6% | -15.1% | +102.7% | +98.5% |
| YTD | +98.0% | -8.3% | +106.3% | +99.2% |
| 1Y | +96.9% | -0.7% | +97.6% | +89.0% |
| 3Y | +145.4% | +6.0% | +139.4% | +113.6% |
| 5Y | +153.0% | +12.5% | +140.5% | +107.3% |
| All | +153.0% | +13.4% | +139.6% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling