-11.5%
TCOM vs FIVN
+118.5%
-130.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -4.9% | -7.8% | +2.9% | -3.5% |
| 30D | -14.4% | -1.7% | -12.7% | -14.3% |
| 3M | -17.7% | +47.2% | -64.9% | -24.1% |
| 6M | -25.1% | +82.7% | -107.8% | -34.9% |
| YTD | -45.7% | +52.9% | -98.7% | -51.6% |
| 1Y | -47.9% | +17.5% | -65.3% | -51.2% |
| 3Y | +8.9% | -55.8% | +64.8% | +18.3% |
| 5Y | +26.9% | -82.3% | +109.2% | +52.7% |
| All | -11.5% | +118.5% | -130.1% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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