+144.1%
FTNT vs TCOM
+7.1%
+137.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.1% |
| 7D | +1.6% | -6.5% | +8.1% | +2.1% |
| 30D | -1.9% | -16.2% | +14.4% | -0.7% |
| 3M | +14.4% | -19.3% | +33.7% | +16.1% |
| 6M | +88.7% | -27.2% | +115.9% | +93.0% |
| YTD | +100.0% | -46.2% | +146.2% | +110.8% |
| 1Y | +99.9% | -46.6% | +146.5% | +110.6% |
| All | +144.1% | +7.1% | +137.0% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling