+19.6%
TMO vs FTNT
+140.8%
-121.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.2% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +1.1% | -3.0% | +4.1% | +1.3% |
| 3M | +28.3% | +7.6% | +20.7% | +27.2% |
| 6M | +23.3% | +87.0% | -63.7% | +15.5% |
| YTD | +5.5% | +96.5% | -91.1% | -1.8% |
| 1Y | +24.5% | +92.9% | -68.4% | +16.1% |
| 3Y | +19.6% | +139.8% | -120.3% | +10.4% |
| All | +19.6% | +140.8% | -121.2% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling