+38.8%
TMUS vs FIVN
-55.5%
+94.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.1% | +6.2% | +0.2% |
| 7D | -0.3% | -8.2% | +8.0% | -0.1% |
| 30D | +3.1% | -8.1% | +11.3% | +3.3% |
| 3M | +2.4% | +34.9% | -32.5% | +1.5% |
| 6M | -17.1% | +72.6% | -89.7% | -17.9% |
| YTD | -9.1% | +55.8% | -64.8% | -9.8% |
| 1Y | -23.6% | +17.1% | -40.8% | -23.6% |
| 3Y | +38.8% | -54.3% | +93.2% | +42.0% |
| All | +38.8% | -55.5% | +94.4% | +42.0% |
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