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  • FTNT vs TT✓SelectedUSD · TTFTNT vs TT performance historyLatest closeAs of-0.16%09/09
Stock and ETF performance explorer

FTNT vs TT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,098.3%
TT return
+906.5%
Excess return
+1,191.7%
Maximum drawdown
-38.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioTTExcessAlpha
1D-0.2%-0.4%+0.3%0.0%
7D+1.7%+1.4%+0.3%+1.1%
30D-4.3%-6.7%+2.4%-1.5%
3M+13.6%-5.4%+19.0%+15.6%
6M+87.6%+4.4%+83.2%+80.2%
YTD+98.0%+14.9%+83.1%+80.8%
1Y+96.9%+9.3%+87.7%+83.7%
3Y+145.4%+121.7%+23.6%+60.2%
5Y+153.0%+148.2%+4.8%+52.7%
10Y+2,098.3%+957.3%+1,141.0%+669.8%
All+2,098.3%+906.5%+1,191.7%+669.8%

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