+572.6%
TLN vs FIVN
-54.9%
+627.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.3% | -7.8% | +6.5% | -0.9% |
| 30D | -14.3% | -1.7% | -12.6% | -14.4% |
| 3M | -9.3% | +47.2% | -56.5% | -12.6% |
| 6M | -1.1% | +82.7% | -83.8% | -8.2% |
| YTD | -16.6% | +52.9% | -69.5% | -21.0% |
| 1Y | -22.0% | +17.5% | -39.5% | -23.9% |
| 3Y | +470.2% | -55.8% | +526.0% | +444.7% |
| All | +572.6% | -54.9% | +627.5% | +549.5% |
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 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