-48.4%
TSLL vs FTNT
+50.1%
-98.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.5% |
| 7D | -11.0% | -3.5% | -7.5% | -8.8% |
| 30D | -5.3% | -36.5% | +31.3% | +18.0% |
| 3M | +20.8% | -24.7% | +45.6% | +35.9% |
| 6M | -36.0% | +8.3% | -44.3% | -40.0% |
| YTD | -47.3% | +55.6% | -102.9% | -60.7% |
| 1Y | -48.4% | +50.2% | -98.6% | -59.5% |
| All | -48.4% | +50.1% | -98.6% | -59.5% |
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