+9,303.7%
FTNT vs TYL
+1,701.2%
+7,602.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.0% | +4.0% | +2.2% |
| 7D | -5.8% | -3.7% | -2.2% | -4.0% |
| 30D | -4.8% | +18.7% | -23.5% | -13.9% |
| 3M | +4.4% | +18.1% | -13.7% | -7.2% |
| 6M | +88.8% | -1.1% | +89.9% | +85.3% |
| YTD | +96.8% | -19.8% | +116.6% | +114.6% |
| 1Y | +104.5% | -34.3% | +138.8% | +149.9% |
| 3Y | +156.8% | -8.2% | +165.0% | +146.9% |
| 5Y | +144.1% | -25.4% | +169.5% | +166.2% |
| 10Y | +2,021.8% | +115.6% | +1,906.2% | +1,148.5% |
| All | +9,303.7% | +1,701.2% | +7,602.5% | +1,312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling