+1,910.4%
FTNT vs TT
+725.1%
+1,185.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.2% |
| 7D | +7.1% | +4.0% | +3.0% | +5.2% |
| 30D | -30.9% | -11.3% | -19.6% | -27.0% |
| 3M | -23.1% | -12.3% | -10.8% | -18.7% |
| 6M | +8.1% | -10.8% | +18.9% | +12.7% |
| YTD | +60.2% | +8.2% | +52.1% | +50.1% |
| 1Y | +57.0% | +1.5% | +55.5% | +51.5% |
| 3Y | +152.9% | +91.5% | +61.5% | +76.9% |
| 5Y | +85.9% | +130.2% | -44.3% | +15.0% |
| All | +1,910.4% | +725.1% | +1,185.3% | +566.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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