+2,664.3%
TSLA vs FTNT
+2,095.7%
+568.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.4% |
| 7D | +3.2% | -0.1% | +3.3% | +3.3% |
| 30D | +11.6% | -3.0% | +14.5% | +12.8% |
| 3M | -8.4% | +7.6% | -16.0% | -12.2% |
| 6M | -10.4% | +87.0% | -97.3% | -36.5% |
| YTD | -18.7% | +96.5% | -115.3% | -44.2% |
| 1Y | -0.9% | +92.9% | -93.9% | -31.3% |
| 3Y | +33.6% | +139.8% | -106.3% | -22.4% |
| 5Y | +48.9% | +151.3% | -102.4% | -23.7% |
| All | +2,664.3% | +2,095.7% | +568.6% | +398.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling