+587.5%
TLN vs FIVN
-55.3%
+642.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.7% |
| 7D | +5.8% | -9.6% | +15.4% | +6.4% |
| 30D | -6.9% | -11.9% | +5.1% | -6.2% |
| 3M | -10.9% | +40.1% | -51.0% | -13.7% |
| 6M | -4.6% | +68.3% | -73.0% | -10.5% |
| YTD | -14.7% | +51.5% | -66.2% | -19.3% |
| 1Y | -17.9% | +15.1% | -33.0% | -19.8% |
| 3Y | +483.9% | -55.6% | +539.4% | +458.1% |
| All | +587.5% | -55.3% | +642.8% | +564.3% |
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 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