-24.8%
TMF vs FIVN
-55.4%
+30.5%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -17.6% | +17.5% | +0.5% |
| 7D | +1.2% | -22.6% | +23.8% | +2.2% |
| 30D | +19.7% | -16.8% | +36.5% | +20.4% |
| 3M | -2.1% | -0.9% | -1.2% | -2.2% |
| 6M | -13.4% | +28.4% | -41.9% | -14.3% |
| YTD | -16.7% | +40.2% | -57.0% | -18.3% |
| 1Y | -23.3% | +30.5% | -53.9% | -24.6% |
| 3Y | -24.8% | -56.2% | +31.4% | -15.0% |
| All | -24.8% | -55.4% | +30.5% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling