+508.5%
TTD vs FTNT
+1,887.8%
-1,379.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +2.4% |
| 7D | +21.3% | +7.1% | +14.2% | +16.6% |
| 30D | +28.7% | -30.9% | +59.6% | +56.1% |
| 3M | +7.7% | -23.1% | +30.8% | +20.2% |
| 6M | -23.5% | +8.1% | -31.6% | -31.7% |
| YTD | -58.7% | +60.2% | -118.9% | -72.4% |
| 1Y | -63.4% | +57.0% | -120.4% | -75.3% |
| 3Y | -75.3% | +152.9% | -228.2% | -89.4% |
| 5Y | -84.4% | +85.9% | -170.3% | -92.2% |
| All | +508.5% | +1,887.8% | -1,379.4% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling