+36.0%
TSM vs FTNT
+49.6%
-13.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.3% |
| 7D | -10.0% | -25.7% | +15.7% | -8.1% |
| 30D | -18.5% | -29.7% | +11.2% | -16.6% |
| 3M | -4.9% | -23.1% | +18.2% | -2.9% |
| 6M | -1.0% | +45.0% | -46.0% | -0.6% |
| YTD | +31.3% | +62.9% | -31.7% | +30.6% |
| 1Y | +36.0% | +51.8% | -15.8% | +36.4% |
| All | +36.0% | +49.6% | -13.6% | +36.4% |
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