+95.6%
TFC vs FIVN
+118.5%
-23.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.2% | 0.0% |
| 7D | -2.4% | -7.8% | +5.4% | -1.5% |
| 30D | -3.4% | -1.7% | -1.6% | -3.3% |
| 3M | +0.4% | +47.2% | -46.8% | -4.8% |
| 6M | +12.7% | +82.7% | -70.0% | +2.6% |
| YTD | +5.6% | +52.9% | -47.3% | -2.0% |
| 1Y | +16.0% | +17.5% | -1.4% | +11.1% |
| 3Y | +94.0% | -55.8% | +149.8% | +102.4% |
| 5Y | +16.2% | -82.3% | +98.5% | +24.4% |
| All | +95.6% | +118.5% | -23.0% | +68.6% |
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