+162.8%
FTNT vs TTMI
+830.4%
-667.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.1% | -2.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.3% |
| 30D | -3.0% | -8.4% | +5.5% | -2.1% |
| 3M | +7.6% | -32.5% | +40.1% | +12.2% |
| 6M | +87.0% | +32.5% | +54.5% | +71.1% |
| YTD | +96.5% | +83.2% | +13.3% | +64.8% |
| 1Y | +92.9% | +161.7% | -68.7% | +46.9% |
| 3Y | +139.8% | +890.1% | -750.3% | +29.1% |
| All | +162.8% | +830.4% | -667.6% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling