+581.7%
TLN vs FIVN
-51.1%
+632.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +3.9% |
| 7D | +7.1% | -2.3% | +9.3% | +7.2% |
| 30D | -3.9% | +12.4% | -16.3% | -4.9% |
| 3M | -16.2% | +36.0% | -52.2% | -18.2% |
| 6M | -5.8% | +86.0% | -91.8% | -12.2% |
| YTD | -15.4% | +65.9% | -81.4% | -20.3% |
| 1Y | -16.7% | +26.5% | -43.2% | -19.0% |
| 3Y | +473.8% | -54.2% | +528.0% | +445.4% |
| All | +581.7% | -51.1% | +632.8% | +555.3% |
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