+1,828.7%
FTNT vs TYL
+174.6%
+1,654.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.4% |
| 7D | -3.0% | +3.5% | -6.5% | -5.0% |
| 30D | -37.1% | +26.9% | -64.0% | -46.0% |
| 3M | -23.3% | +33.8% | -57.1% | -36.5% |
| 6M | +7.4% | +28.8% | -21.5% | -11.2% |
| YTD | +54.2% | -7.9% | +62.1% | +54.3% |
| 1Y | +49.7% | -9.8% | +59.5% | +51.6% |
| 3Y | +146.6% | +1.2% | +145.4% | +121.1% |
| 5Y | +75.4% | -22.8% | +98.2% | +87.3% |
| 10Y | +1,828.7% | +168.8% | +1,659.9% | +874.3% |
| All | +1,828.7% | +174.6% | +1,654.1% | +874.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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