+495.0%
TLN vs FIVN
-55.5%
+550.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -6.1% | +8.9% | +3.2% |
| 7D | +10.9% | -8.2% | +19.1% | +11.5% |
| 30D | -6.3% | -8.1% | +1.8% | -5.9% |
| 3M | -10.7% | +34.9% | -45.6% | -13.3% |
| 6M | +1.6% | +72.6% | -71.0% | -5.3% |
| YTD | -13.1% | +55.8% | -68.9% | -18.2% |
| 1Y | -15.1% | +17.1% | -32.2% | -17.0% |
| 3Y | +495.0% | -54.3% | +549.3% | +462.1% |
| All | +495.0% | -55.5% | +550.5% | +462.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling