+0.5%
TFC vs FIVN
-82.6%
+83.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +0.1% | -17.4% | +17.5% | +2.9% |
| 30D | +8.6% | -20.4% | +29.0% | +12.2% |
| 3M | -4.3% | -9.6% | +5.3% | -3.9% |
| 6M | +5.4% | +34.7% | -29.3% | -2.8% |
| YTD | +4.5% | +40.6% | -36.1% | -6.3% |
| 1Y | +14.0% | +34.3% | -20.3% | +3.1% |
| 3Y | +93.4% | -55.5% | +148.8% | +108.7% |
| 5Y | +0.5% | -82.5% | +82.9% | +14.5% |
| All | +0.5% | -82.6% | +83.1% | +14.5% |
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