+48.8%
FTNT vs TYL
-8.8%
+57.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.6% | +3.6% | +3.1% |
| 7D | -3.0% | +3.5% | -6.5% | -3.5% |
| 30D | -37.1% | +26.9% | -64.0% | -40.2% |
| 3M | -23.3% | +33.8% | -57.1% | -28.0% |
| 6M | +7.4% | +28.8% | -21.5% | +1.4% |
| YTD | +54.2% | -7.9% | +62.1% | +55.3% |
| All | +48.8% | -8.8% | +57.7% | +51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling