+38.4%
TLT vs FTNT
+7,383.5%
-7,345.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.5% |
| 7D | -3.1% | +7.1% | -10.2% | -2.9% |
| 30D | +1.0% | -30.9% | +31.9% | -0.1% |
| 3M | -2.7% | -23.1% | +20.4% | -3.4% |
| 6M | -4.1% | +8.1% | -12.2% | -3.6% |
| YTD | -5.4% | +60.2% | -65.6% | -3.4% |
| 1Y | -7.0% | +57.0% | -64.0% | -5.1% |
| 3Y | +2.8% | +152.9% | -150.1% | +7.7% |
| 5Y | -35.4% | +85.9% | -121.3% | -32.6% |
| 10Y | -13.1% | +1,896.5% | -1,909.7% | +7.8% |
| All | +38.4% | +7,383.5% | -7,345.2% | +105.1% |
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