-48.9%
TSLL vs FTNT
+142.1%
-191.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.7% | +2.1% | +3.4% |
| 7D | +0.5% | -1.0% | +1.5% | +1.9% |
| 30D | +2.7% | -33.6% | +36.3% | +31.3% |
| 3M | +26.3% | -20.9% | +47.1% | +42.4% |
| 6M | -37.2% | +11.0% | -48.1% | -43.6% |
| YTD | -44.2% | +61.3% | -105.5% | -62.2% |
| 1Y | -44.0% | +53.1% | -97.1% | -60.4% |
| 3Y | 0.0% | +152.1% | -152.0% | -44.4% |
| All | -48.9% | +142.1% | -191.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling