-56.8%
TSLL vs FTNT
+124.6%
-181.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.0% | +11.6% | +10.6% |
| 7D | -21.2% | -12.7% | -8.5% | -14.0% |
| 30D | -13.3% | -37.2% | +23.9% | +14.7% |
| 3M | +15.4% | -25.8% | +41.2% | +35.2% |
| 6M | -34.2% | +32.1% | -66.3% | -48.3% |
| YTD | -52.9% | +49.7% | -102.6% | -66.5% |
| 1Y | -54.3% | +47.6% | -101.9% | -67.1% |
| 3Y | -18.4% | +137.2% | -155.6% | -52.9% |
| All | -56.8% | +124.6% | -181.5% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling