+1,910.4%
FTNT vs TYL
+185.3%
+1,725.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +3.1% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -33.6% | +25.2% | -58.8% | -42.4% |
| 3M | -20.9% | +31.8% | -52.6% | -33.9% |
| 6M | +11.0% | +36.3% | -25.3% | -11.2% |
| YTD | +61.3% | -6.3% | +67.6% | +59.9% |
| 1Y | +53.1% | -9.5% | +62.6% | +55.0% |
| 3Y | +152.1% | +1.6% | +150.4% | +125.9% |
| 5Y | +90.1% | -21.8% | +111.9% | +101.6% |
| 10Y | +1,910.4% | +183.3% | +1,727.1% | +887.0% |
| All | +1,910.4% | +185.3% | +1,725.1% | +887.0% |
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