-81.9%
TMF vs FIVN
+92.2%
-174.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.9% | -4.4% |
| 7D | -8.2% | -17.4% | +9.3% | -7.7% |
| 30D | +5.3% | -20.4% | +25.7% | +5.9% |
| 3M | -8.5% | -9.6% | +1.2% | -8.3% |
| 6M | -17.2% | +34.7% | -51.9% | -18.0% |
| YTD | -23.4% | +40.6% | -64.0% | -24.5% |
| 1Y | -30.2% | +34.3% | -64.5% | -31.2% |
| 3Y | -32.9% | -55.5% | +22.5% | -32.2% |
| 5Y | -88.5% | -82.5% | -6.1% | -88.6% |
| All | -81.9% | +92.2% | -174.0% | -78.7% |
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