+46.6%
TEM vs FIVN
-26.7%
+73.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.3% |
| 7D | -8.7% | -7.8% | -0.8% | -4.5% |
| 30D | +8.1% | -1.7% | +9.8% | +8.5% |
| 3M | +19.0% | +47.2% | -28.2% | -7.8% |
| 6M | +12.0% | +82.7% | -70.7% | -28.7% |
| YTD | -0.1% | +52.9% | -53.0% | -29.7% |
| 1Y | -33.5% | +17.5% | -51.0% | -43.2% |
| All | +46.6% | -26.7% | +73.3% | +56.7% |
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