+411.0%
TSM vs FTNT
+149.8%
+261.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.2% |
| 7D | +6.0% | -2.7% | +8.7% | +6.5% |
| 30D | +4.5% | -1.4% | +5.9% | +4.6% |
| 3M | +3.1% | +10.1% | -7.0% | +0.9% |
| 6M | +30.2% | +88.2% | -58.0% | +14.1% |
| YTD | +45.2% | +98.3% | -53.1% | +25.4% |
| 1Y | +79.6% | +96.0% | -16.4% | +55.4% |
| 3Y | +411.0% | +145.8% | +265.2% | +346.7% |
| All | +411.0% | +149.8% | +261.2% | +346.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling