+141.6%
FTNT vs TYL
-12.9%
+154.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.3% |
| 7D | +1.7% | -8.6% | +10.3% | +4.4% |
| 30D | -4.3% | +7.5% | -11.8% | -6.5% |
| 3M | +13.6% | +10.9% | +2.7% | +9.0% |
| 6M | +87.6% | -6.7% | +94.3% | +90.4% |
| YTD | +98.0% | -24.5% | +122.5% | +115.3% |
| 1Y | +96.9% | -38.6% | +135.6% | +131.9% |
| All | +141.6% | -12.9% | +154.6% | +158.3% |
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 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