+154.6%
FTNT vs TT
+146.0%
+8.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -2.7% | +1.6% | -4.3% | -3.4% |
| 30D | -1.4% | -7.3% | +6.0% | +2.0% |
| 3M | +10.1% | -2.6% | +12.7% | +10.5% |
| 6M | +88.2% | +5.9% | +82.3% | +78.0% |
| YTD | +98.3% | +15.4% | +82.9% | +77.5% |
| 1Y | +96.0% | +8.2% | +87.7% | +81.1% |
| 3Y | +145.8% | +122.7% | +23.1% | +40.7% |
| 5Y | +154.6% | +145.0% | +9.7% | +30.2% |
| All | +154.6% | +146.0% | +8.7% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling