+6,067.4%
TSM vs FTNT
+7,435.3%
-1,367.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.4% |
| 7D | +4.4% | -1.0% | +5.4% | +4.8% |
| 30D | -7.0% | -33.6% | +26.6% | +1.4% |
| 3M | -1.8% | -20.9% | +19.1% | +2.4% |
| 6M | +2.7% | +11.0% | -8.3% | -1.3% |
| YTD | +37.1% | +61.3% | -24.2% | +19.3% |
| 1Y | +43.5% | +53.1% | -9.7% | +26.3% |
| 3Y | +341.5% | +152.1% | +189.4% | +236.4% |
| 5Y | +278.9% | +90.1% | +188.7% | +193.9% |
| 10Y | +1,641.8% | +1,910.4% | -268.6% | +701.4% |
| All | +6,067.4% | +7,435.3% | -1,367.9% | +1,964.6% |
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