+2,072.5%
FTNT vs TCOM
-9.8%
+2,082.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.9% |
| 7D | -0.1% | -4.9% | +4.8% | +0.7% |
| 30D | -3.0% | -14.4% | +11.4% | -0.4% |
| 3M | +7.6% | -17.7% | +25.3% | +10.8% |
| 6M | +87.0% | -25.1% | +112.1% | +95.5% |
| YTD | +96.5% | -45.7% | +142.3% | +117.4% |
| 1Y | +92.9% | -47.9% | +140.8% | +114.9% |
| 3Y | +139.8% | +8.9% | +130.9% | +122.1% |
| 5Y | +151.3% | +26.9% | +124.5% | +111.8% |
| All | +2,072.5% | -9.8% | +2,082.3% | +1,748.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling