-71.9%
TMF vs FIVN
+263.1%
-335.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | 0.0% |
| 7D | +0.6% | -19.3% | +19.9% | +0.7% |
| 30D | +16.3% | -20.7% | +37.0% | +16.5% |
| 3M | -2.7% | -15.1% | +12.4% | -2.6% |
| 6M | -13.2% | +30.6% | -43.8% | -13.2% |
| YTD | -16.7% | +44.0% | -60.7% | -16.8% |
| 1Y | -22.7% | +45.5% | -68.2% | -22.9% |
| 3Y | -26.1% | -52.8% | +26.7% | -26.2% |
| 5Y | -88.4% | -82.6% | -5.8% | -88.8% |
| 10Y | -81.8% | +109.4% | -191.2% | -77.7% |
| All | -71.9% | +263.1% | -335.0% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling