-23.5%
TTD vs FTNT
+12.4%
-35.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.1% | +1.7% |
| 7D | +21.3% | +7.1% | +14.2% | +19.7% |
| 30D | +28.7% | -30.9% | +59.6% | +36.9% |
| 3M | +7.7% | -23.1% | +30.8% | +9.0% |
| 6M | -23.5% | +8.1% | -31.6% | -35.6% |
| All | -23.5% | +12.4% | -35.9% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling