-71.6%
TMF vs FIVN
+318.5%
-390.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.4% |
| 7D | -1.4% | -2.3% | +0.9% | -1.4% |
| 30D | -2.8% | +12.4% | -15.2% | -2.9% |
| 3M | -10.9% | +36.0% | -46.9% | -11.0% |
| 6M | -21.3% | +86.0% | -107.3% | -21.5% |
| YTD | -15.9% | +65.9% | -81.8% | -16.1% |
| 1Y | -15.7% | +26.5% | -42.2% | -15.9% |
| 3Y | -43.4% | -54.2% | +10.9% | -43.5% |
| 5Y | -87.8% | -80.5% | -7.3% | -88.2% |
| 10Y | -86.7% | +109.6% | -196.4% | -84.0% |
| All | -71.6% | +318.5% | -390.1% | -60.6% |
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 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