+2,072.5%
FTNT vs TTMI
+1,127.6%
+944.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.1% | -2.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | -3.0% | -8.4% | +5.5% | -1.6% |
| 3M | +7.6% | -32.5% | +40.1% | +14.2% |
| 6M | +87.0% | +32.5% | +54.5% | +66.3% |
| YTD | +96.5% | +83.2% | +13.3% | +57.3% |
| 1Y | +92.9% | +161.7% | -68.7% | +37.9% |
| 3Y | +139.8% | +890.1% | -750.3% | +13.5% |
| 5Y | +151.3% | +832.4% | -681.1% | +16.2% |
| All | +2,072.5% | +1,127.6% | +944.9% | +849.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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