+9,374.7%
FTNT vs TCOM
+127.5%
+9,247.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.0% | +1.0% |
| 7D | -2.7% | -7.6% | +4.9% | -1.2% |
| 30D | -1.4% | -12.2% | +10.9% | +1.0% |
| 3M | +10.1% | -14.2% | +24.3% | +12.7% |
| 6M | +88.2% | -25.0% | +113.2% | +97.4% |
| YTD | +98.3% | -43.7% | +142.0% | +119.1% |
| 1Y | +96.0% | -44.5% | +140.5% | +116.9% |
| 3Y | +145.8% | +13.4% | +132.4% | +126.3% |
| 5Y | +154.6% | +26.5% | +128.2% | +115.4% |
| 10Y | +2,063.6% | -10.3% | +2,073.9% | +1,741.0% |
| All | +9,374.7% | +127.5% | +9,247.2% | +5,648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling