+365.8%
TTD vs FTNT
+2,121.6%
-1,755.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | +1.7% | -2.7% | +4.4% | +3.2% |
| 30D | +1.6% | -1.4% | +3.0% | +1.5% |
| 3M | -27.8% | +10.1% | -37.9% | -33.1% |
| 6M | -52.1% | +88.2% | -140.3% | -69.3% |
| YTD | -63.1% | +98.3% | -161.4% | -77.2% |
| 1Y | -73.1% | +96.0% | -169.0% | -83.3% |
| 3Y | -83.3% | +145.8% | -229.1% | -92.1% |
| 5Y | -80.6% | +154.6% | -235.2% | -91.5% |
| All | +365.8% | +2,121.6% | -1,755.9% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FTNT 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling