-55.4%
TSLL vs FTNT
+195.4%
-250.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -5.8% | +7.7% | +6.3% |
| 30D | +17.8% | -4.8% | +22.5% | +21.5% |
| 3M | -37.0% | +4.4% | -41.4% | -38.2% |
| 6M | -37.7% | +88.8% | -126.5% | -60.3% |
| YTD | -51.4% | +96.8% | -148.2% | -70.1% |
| 1Y | -23.4% | +104.5% | -127.8% | -53.5% |
| 3Y | -30.8% | +156.8% | -187.5% | -61.1% |
| All | -55.4% | +195.4% | -250.8% | -80.2% |
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