+100.9%
TFC vs FIVN
+254.6%
-153.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -0.8% |
| 7D | +0.1% | -17.4% | +17.5% | +2.0% |
| 30D | +8.6% | -20.4% | +29.0% | +11.0% |
| 3M | -4.3% | -9.6% | +5.3% | -4.0% |
| 6M | +5.4% | +34.7% | -29.3% | +0.3% |
| YTD | +4.5% | +40.6% | -36.1% | -2.2% |
| 1Y | +14.0% | +34.3% | -20.3% | +7.1% |
| 3Y | +93.4% | -55.5% | +148.8% | +100.4% |
| 5Y | +0.5% | -82.5% | +82.9% | +8.6% |
| 10Y | +77.7% | +93.2% | -15.5% | +50.1% |
| All | +100.9% | +254.6% | -153.7% | +58.1% |
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