+57.7%
FTNT vs TYL
-9.8%
+67.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +5.7% | -1.6% | +7.3% | +6.0% |
| 30D | -32.1% | +22.1% | -54.2% | -34.7% |
| 3M | -19.5% | +33.4% | -52.8% | -24.2% |
| 6M | +13.8% | +36.8% | -23.0% | +5.8% |
| YTD | +63.1% | -6.7% | +69.8% | +63.2% |
| 1Y | +57.7% | -9.2% | +66.9% | +58.9% |
| All | +57.7% | -9.8% | +67.5% | +58.9% |
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