+51.8%
TMUS vs FIVN
-82.9%
+134.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.5% |
| 7D | +4.9% | -2.8% | +7.7% | +5.0% |
| 30D | +7.7% | -17.4% | +25.1% | +8.2% |
| 3M | -6.8% | -19.2% | +12.4% | -6.5% |
| 6M | -9.7% | +29.4% | -39.0% | -11.8% |
| YTD | -15.0% | +36.3% | -51.2% | -17.5% |
| 1Y | -19.1% | +33.5% | -52.6% | -21.5% |
| 3Y | +21.4% | -56.8% | +78.3% | +25.2% |
| All | +51.8% | -82.9% | +134.7% | +67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling