-37.7%
TSLL vs FTNT
+92.9%
-130.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -5.8% | +7.7% | +5.6% |
| 30D | +17.8% | -4.8% | +22.5% | +20.9% |
| 3M | -37.0% | +4.4% | -41.4% | -37.5% |
| 6M | -37.7% | +88.8% | -126.5% | -48.5% |
| All | -37.7% | +92.9% | -130.5% | -48.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling