+40.5%
TLT vs FTNT
+7,435.3%
-7,394.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.6% | +0.2% |
| 7D | -1.0% | -1.0% | 0.0% | -1.1% |
| 30D | +3.7% | -33.6% | +37.3% | +2.4% |
| 3M | -0.8% | -20.9% | +20.1% | -1.4% |
| 6M | -3.6% | +11.0% | -14.5% | -2.9% |
| YTD | -3.9% | +61.3% | -65.2% | -1.9% |
| 1Y | -6.2% | +53.1% | -59.3% | -4.4% |
| 3Y | +4.2% | +152.1% | -147.9% | +9.0% |
| 5Y | -34.7% | +90.1% | -124.8% | -31.8% |
| 10Y | -11.8% | +1,910.4% | -1,922.2% | +9.5% |
| All | +40.5% | +7,435.3% | -7,394.8% | +108.2% |
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