+328.5%
TD vs FIVN
+243.6%
+84.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.2% |
| 7D | +1.1% | -2.8% | +4.0% | +1.3% |
| 30D | +5.2% | -17.4% | +22.6% | +6.4% |
| 3M | +1.2% | -19.2% | +20.4% | +2.3% |
| 6M | +17.7% | +29.4% | -11.6% | +14.6% |
| YTD | +34.2% | +36.3% | -2.0% | +29.2% |
| 1Y | +55.4% | +33.5% | +22.0% | +49.7% |
| 3Y | +130.4% | -56.8% | +187.2% | +137.1% |
| 5Y | +101.8% | -83.0% | +184.8% | +116.0% |
| 10Y | +301.9% | +87.3% | +214.6% | +259.4% |
| All | +328.5% | +243.6% | +84.9% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling