-34.9%
TLT vs FTNT
+154.2%
-189.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.3% |
| 30D | 0.0% | -4.3% | +4.2% | 0.0% |
| 3M | -2.9% | +13.6% | -16.5% | -3.1% |
| 6M | -6.3% | +87.6% | -93.9% | -7.2% |
| YTD | -3.3% | +98.0% | -101.3% | -4.4% |
| 1Y | -4.2% | +96.9% | -101.1% | -5.3% |
| 3Y | -1.7% | +145.4% | -147.1% | -3.5% |
| 5Y | -34.9% | +153.0% | -187.9% | -36.3% |
| All | -34.9% | +154.2% | -189.1% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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