+75.7%
TFC vs FIVN
+86.2%
-10.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.6% |
| 7D | +2.3% | -2.8% | +5.1% | +2.6% |
| 30D | +10.8% | -17.4% | +28.2% | +12.9% |
| 3M | -3.8% | -19.2% | +15.4% | -2.1% |
| 6M | +9.6% | +29.4% | -19.8% | +4.4% |
| YTD | +5.8% | +36.3% | -30.5% | -1.2% |
| 1Y | +16.2% | +33.5% | -17.3% | +8.7% |
| 3Y | +96.0% | -56.8% | +152.8% | +104.1% |
| 5Y | +1.7% | -83.0% | +84.7% | +9.3% |
| All | +75.7% | +86.2% | -10.6% | +53.6% |
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