+3,125.8%
TSLA vs FTNT
+1,887.8%
+1,238.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -0.9% |
| 7D | +8.9% | +7.1% | +1.9% | +5.4% |
| 30D | +6.3% | -30.9% | +37.2% | +24.9% |
| 3M | +14.8% | -23.1% | +37.9% | +26.7% |
| 6M | -12.4% | +8.1% | -20.5% | -19.2% |
| YTD | -13.2% | +60.2% | -73.4% | -36.1% |
| 1Y | -2.9% | +57.0% | -59.9% | -27.7% |
| 3Y | +74.4% | +152.9% | -78.5% | -5.5% |
| 5Y | +13.3% | +85.9% | -72.6% | -33.6% |
| All | +3,125.8% | +1,887.8% | +1,238.0% | +446.4% |
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 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