+75.4%
TSM vs FTNT
+95.5%
-20.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +4.8% | +1.7% | +3.0% | +4.6% |
| 30D | +4.0% | -4.3% | +8.3% | +4.4% |
| 3M | +2.0% | +13.6% | -11.6% | +0.7% |
| 6M | +25.5% | +87.6% | -62.1% | +18.9% |
| YTD | +44.0% | +98.0% | -54.0% | +34.2% |
| 1Y | +75.4% | +96.9% | -21.5% | +67.8% |
| All | +75.4% | +95.5% | -20.1% | +67.8% |
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 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