-22.5%
TMF vs FIVN
+16.7%
-39.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.1% | +6.0% | 0.0% |
| 7D | +1.0% | -8.2% | +9.2% | +1.1% |
| 30D | -1.8% | -8.1% | +6.3% | -1.7% |
| 3M | -8.2% | +34.9% | -43.1% | -8.5% |
| 6M | -19.5% | +72.6% | -92.1% | -20.5% |
| YTD | -16.0% | +55.8% | -71.7% | -17.5% |
| 1Y | -22.5% | +17.1% | -39.6% | -27.6% |
| All | -22.5% | +16.7% | -39.2% | -27.6% |
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