+42.1%
TLT vs FTNT
+9,093.5%
-9,051.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -5.8% | +5.4% | -0.6% |
| 30D | -0.6% | -4.8% | +4.2% | -0.7% |
| 3M | -2.7% | +4.4% | -7.2% | -2.5% |
| 6M | -5.6% | +88.8% | -94.4% | -3.3% |
| YTD | -2.8% | +96.8% | -99.6% | -0.2% |
| 1Y | -1.4% | +104.5% | -105.9% | +1.4% |
| 3Y | -1.6% | +156.8% | -158.3% | +2.8% |
| 5Y | -33.8% | +144.1% | -177.9% | -30.3% |
| 10Y | -21.1% | +2,021.8% | -2,042.9% | -2.5% |
| All | +42.1% | +9,093.5% | -9,051.4% | +111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling