-22.6%
TMF vs FIVN
+42.1%
-64.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | +0.6% | -19.3% | +19.9% | +1.5% |
| 30D | +16.3% | -20.7% | +37.0% | +17.4% |
| 3M | -2.7% | -15.1% | +12.4% | -2.3% |
| 6M | -13.2% | +30.6% | -43.8% | -13.9% |
| YTD | -16.7% | +44.0% | -60.7% | -18.2% |
| All | -22.6% | +42.1% | -64.7% | -23.8% |
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