-80.9%
TTD vs FTNT
+154.2%
-235.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.6% | +1.7% | -6.3% | -5.5% |
| 30D | +3.7% | -4.3% | +7.9% | +5.4% |
| 3M | -30.2% | +13.6% | -43.8% | -35.9% |
| 6M | -51.4% | +87.6% | -139.0% | -67.5% |
| YTD | -63.4% | +98.0% | -161.4% | -76.4% |
| 1Y | -73.5% | +96.9% | -170.4% | -82.9% |
| 3Y | -83.5% | +145.4% | -228.8% | -91.7% |
| 5Y | -80.9% | +153.0% | -233.9% | -91.6% |
| All | -80.9% | +154.2% | -235.2% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling