+317.8%
TMUS vs FIVN
+105.2%
+212.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.8% | +0.4% | -2.1% |
| 7D | -5.3% | -9.6% | +4.3% | -4.4% |
| 30D | +0.1% | -11.9% | +12.0% | +1.2% |
| 3M | -0.6% | +40.1% | -40.7% | -4.2% |
| 6M | -17.5% | +68.3% | -85.9% | -22.5% |
| YTD | -11.3% | +51.5% | -62.7% | -16.0% |
| 1Y | -25.4% | +15.1% | -40.5% | -27.6% |
| 3Y | +35.5% | -55.6% | +91.1% | +42.5% |
| 5Y | +41.9% | -82.4% | +124.3% | +63.7% |
| 10Y | +317.8% | +114.5% | +203.3% | +213.1% |
| All | +317.8% | +105.2% | +212.6% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling