+152.9%
FTNT vs TYL
+1.3%
+151.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +7.1% | +0.8% | +6.2% | +6.8% |
| 30D | -30.9% | +21.1% | -52.0% | -34.9% |
| 3M | -23.1% | +28.9% | -52.0% | -29.1% |
| 6M | +8.1% | +42.0% | -33.9% | -4.5% |
| YTD | +60.2% | -6.6% | +66.8% | +64.0% |
| 1Y | +57.0% | -9.1% | +66.1% | +62.3% |
| 3Y | +152.9% | +1.8% | +151.1% | +156.2% |
| All | +152.9% | +1.3% | +151.6% | +156.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling