+96.9%
FTNT vs TT
+8.2%
+88.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.2% |
| 7D | +1.7% | +1.4% | +0.3% | +1.8% |
| 30D | -4.3% | -6.7% | +2.4% | -4.5% |
| 3M | +13.6% | -5.4% | +19.0% | +13.2% |
| 6M | +87.6% | +4.4% | +83.2% | +83.2% |
| YTD | +98.0% | +14.9% | +83.1% | +90.4% |
| 1Y | +96.9% | +9.3% | +87.7% | +91.2% |
| All | +96.9% | +8.2% | +88.7% | +91.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling