+33.6%
TCOM vs FIVN
-82.2%
+115.8%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.5% |
| 7D | -4.9% | -7.8% | +2.9% | -3.3% |
| 30D | -14.4% | -1.7% | -12.7% | -14.3% |
| 3M | -17.7% | +47.2% | -64.9% | -25.5% |
| 6M | -25.1% | +82.7% | -107.8% | -37.2% |
| YTD | -45.7% | +52.9% | -98.7% | -52.9% |
| 1Y | -47.9% | +17.5% | -65.3% | -51.8% |
| 3Y | +8.9% | -55.8% | +64.8% | +24.8% |
| All | +33.6% | -82.2% | +115.8% | +70.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling