-2.9%
TSLA vs FTNT
+56.2%
-59.1%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +8.9% | +7.1% | +1.9% | +7.1% |
| 30D | +6.3% | -30.9% | +37.2% | +15.5% |
| 3M | +14.8% | -23.1% | +37.9% | +20.8% |
| 6M | -12.4% | +8.1% | -20.5% | -15.2% |
| YTD | -13.2% | +60.2% | -73.4% | -25.2% |
| 1Y | -2.9% | +57.0% | -59.9% | -14.9% |
| All | -2.9% | +56.2% | -59.1% | -14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling