+92.9%
FTNT vs TCOM
-46.9%
+139.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -0.1% | -4.9% | +4.8% | -0.1% |
| 30D | -3.0% | -14.4% | +11.4% | -2.9% |
| 3M | +7.6% | -17.7% | +25.3% | +8.1% |
| 6M | +87.0% | -25.1% | +112.1% | +88.6% |
| YTD | +96.5% | -45.7% | +142.3% | +106.9% |
| 1Y | +92.9% | -47.9% | +140.8% | +102.3% |
| All | +92.9% | -46.9% | +139.9% | +102.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling