-5.6%
TLT vs FIVN
+55.4%
-61.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.8% |
| 7D | +1.0% | -3.4% | +4.4% | +1.0% |
| 30D | +6.0% | +5.8% | +0.3% | +5.9% |
| 3M | -0.9% | +22.0% | -22.9% | -1.3% |
| 6M | -2.3% | +55.7% | -58.0% | -2.9% |
| YTD | -3.3% | +81.3% | -84.6% | -4.4% |
| 1Y | -5.6% | +58.0% | -63.6% | -6.6% |
| All | -5.6% | +55.4% | -61.0% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling