+69.2%
FTNT vs TYL
-21.3%
+90.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -1.9% |
| 7D | -12.7% | +6.7% | -19.3% | -15.6% |
| 30D | -37.2% | +26.5% | -63.8% | -45.0% |
| 3M | -25.8% | +37.3% | -63.1% | -38.1% |
| 6M | +32.1% | +31.2% | +1.0% | +11.0% |
| YTD | +49.7% | -7.4% | +57.0% | +51.8% |
| 1Y | +47.6% | -9.6% | +57.1% | +51.8% |
| 3Y | +137.2% | +1.9% | +135.3% | +113.4% |
| All | +69.2% | -21.3% | +90.5% | +104.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling