+9,374.7%
FTNT vs TTMI
+1,049.8%
+8,325.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.1% |
| 7D | -2.7% | +12.2% | -14.9% | -5.3% |
| 30D | -1.4% | -5.7% | +4.4% | -0.5% |
| 3M | +10.1% | -27.5% | +37.6% | +16.0% |
| 6M | +88.2% | +47.1% | +41.1% | +60.9% |
| YTD | +98.3% | +87.5% | +10.8% | +55.2% |
| 1Y | +96.0% | +175.2% | -79.3% | +35.4% |
| 3Y | +145.8% | +901.9% | -756.2% | +12.9% |
| 5Y | +154.6% | +843.5% | -688.8% | +14.3% |
| 10Y | +2,063.6% | +1,077.0% | +986.7% | +743.5% |
| All | +9,374.7% | +1,049.8% | +8,325.0% | +3,233.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling