+379.4%
TTD vs FTNT
+2,105.0%
-1,725.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | +6.3% | -5.8% | +12.2% | +9.9% |
| 30D | -23.9% | -4.8% | -19.1% | -22.2% |
| 3M | -31.4% | +4.4% | -35.8% | -34.2% |
| 6M | -42.7% | +88.8% | -131.4% | -63.3% |
| YTD | -62.0% | +96.8% | -158.8% | -76.4% |
| 1Y | -72.2% | +104.5% | -176.7% | -83.3% |
| 3Y | -81.9% | +156.8% | -238.7% | -91.8% |
| 5Y | -81.5% | +144.1% | -225.6% | -91.7% |
| All | +379.4% | +2,105.0% | -1,725.6% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling