+148.8%
FTNT vs TYL
-25.2%
+174.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +2.1% |
| 7D | -5.8% | -3.7% | -2.2% | -4.1% |
| 30D | -4.8% | +18.7% | -23.5% | -13.4% |
| 3M | +4.4% | +18.1% | -13.7% | -6.6% |
| 6M | +88.8% | -1.1% | +89.9% | +86.5% |
| YTD | +96.8% | -19.8% | +116.6% | +117.8% |
| 1Y | +104.5% | -34.3% | +138.8% | +156.2% |
| 3Y | +156.8% | -8.2% | +165.0% | +141.7% |
| All | +148.8% | -25.2% | +174.0% | +184.6% |
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