+103.6%
TFC vs FIVN
+292.8%
-189.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.1% | +4.0% | -1.5% |
| 7D | +2.2% | -8.2% | +10.5% | +3.2% |
| 30D | -2.5% | -8.1% | +5.6% | -1.7% |
| 3M | +4.5% | +34.9% | -30.4% | +0.3% |
| 6M | +11.0% | +72.6% | -61.7% | +2.4% |
| YTD | +5.9% | +55.8% | -49.9% | -1.5% |
| 1Y | +14.6% | +17.1% | -2.6% | +10.0% |
| 3Y | +96.7% | -54.3% | +151.0% | +104.1% |
| 5Y | +15.6% | -81.6% | +97.1% | +24.5% |
| 10Y | +98.6% | +109.2% | -10.6% | +67.1% |
| All | +103.6% | +292.8% | -189.2% | +59.3% |
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