+155.8%
FTNT vs TCOM
+21.5%
+134.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +1.6% | -6.5% | +8.1% | +2.5% |
| 30D | -1.9% | -16.2% | +14.4% | +0.5% |
| 3M | +14.4% | -19.3% | +33.7% | +17.4% |
| 6M | +88.7% | -27.2% | +115.9% | +96.3% |
| YTD | +100.0% | -46.2% | +146.2% | +117.4% |
| 1Y | +99.9% | -46.6% | +146.5% | +117.3% |
| 3Y | +147.9% | +8.4% | +139.5% | +132.5% |
| 5Y | +155.8% | +25.8% | +130.0% | +122.6% |
| All | +155.8% | +21.5% | +134.3% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling