+5,950.1%
TSM vs FTNT
+7,520.0%
-1,569.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.2% |
| 7D | +14.8% | +5.7% | +9.1% | +13.4% |
| 30D | -8.9% | -32.1% | +23.2% | -1.2% |
| 3M | -5.3% | -19.5% | +14.2% | -1.6% |
| 6M | +2.6% | +13.8% | -11.2% | -2.0% |
| YTD | +34.5% | +63.1% | -28.6% | +16.7% |
| 1Y | +41.0% | +57.7% | -16.7% | +23.3% |
| 3Y | +333.1% | +154.9% | +178.2% | +229.1% |
| 5Y | +270.1% | +89.3% | +180.8% | +187.4% |
| 10Y | +1,608.7% | +1,933.0% | -324.3% | +684.1% |
| All | +5,950.1% | +7,520.0% | -1,569.9% | +1,920.0% |
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