+454.2%
TMUS vs FIVN
+254.6%
+199.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | +6.5% | -17.4% | +23.9% | +8.1% |
| 30D | +11.3% | -20.4% | +31.6% | +13.0% |
| 3M | -2.9% | -9.6% | +6.8% | -2.9% |
| 6M | -10.5% | +34.7% | -45.2% | -14.6% |
| YTD | -14.4% | +40.6% | -55.0% | -19.5% |
| 1Y | -17.9% | +34.3% | -52.2% | -22.5% |
| 3Y | +21.9% | -55.5% | +77.3% | +26.6% |
| 5Y | +52.1% | -82.5% | +134.6% | +72.3% |
| 10Y | +242.4% | +93.2% | +149.2% | +166.1% |
| All | +454.2% | +254.6% | +199.6% | +288.2% |
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