+376.4%
TTD vs FTNT
+2,101.9%
-1,725.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.7% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | +6.3% | -3.0% | +9.3% | +7.3% |
| 3M | -24.1% | +7.6% | -31.7% | -28.5% |
| 6M | -47.4% | +87.0% | -134.4% | -66.2% |
| YTD | -62.2% | +96.5% | -158.8% | -76.6% |
| 1Y | -68.3% | +92.9% | -161.2% | -80.2% |
| 3Y | -83.4% | +139.8% | -223.3% | -92.0% |
| 5Y | -80.3% | +151.3% | -231.6% | -91.3% |
| All | +376.4% | +2,101.9% | -1,725.5% | -37.7% |
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