+137.2%
FTNT vs TT
+89.7%
+47.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.4% | -5.4% | -3.8% |
| 7D | -12.7% | -2.0% | -10.7% | -12.1% |
| 30D | -37.2% | -14.0% | -23.2% | -34.0% |
| 3M | -25.8% | -15.9% | -9.9% | -21.6% |
| 6M | +32.1% | -17.3% | +49.4% | +39.4% |
| YTD | +49.7% | +4.0% | +45.7% | +41.4% |
| 1Y | +47.6% | -7.1% | +54.7% | +47.3% |
| 3Y | +137.2% | +90.2% | +47.0% | +60.6% |
| All | +137.2% | +89.7% | +47.5% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling