+1,288.2%
TMO vs FTNT
+9,080.6%
-7,792.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +1.5% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +1.1% | -3.0% | +4.1% | +1.5% |
| 3M | +28.3% | +7.6% | +20.7% | +25.7% |
| 6M | +23.3% | +87.0% | -63.7% | +6.6% |
| YTD | +5.5% | +96.5% | -91.1% | -10.0% |
| 1Y | +24.5% | +92.9% | -68.4% | +6.5% |
| 3Y | +19.6% | +139.8% | -120.3% | -6.0% |
| 5Y | +8.1% | +151.3% | -143.2% | -19.6% |
| 10Y | +336.7% | +2,082.2% | -1,745.5% | +98.7% |
| All | +1,288.2% | +9,080.6% | -7,792.4% | +330.7% |
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