+488.1%
TMUS vs FIVN
+318.5%
+169.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.0% | -3.2% |
| 7D | +0.1% | -2.3% | +2.4% | +0.3% |
| 30D | +5.3% | +12.4% | -7.1% | +3.7% |
| 3M | +3.1% | +36.0% | -32.9% | -0.5% |
| 6M | -16.5% | +86.0% | -102.4% | -22.5% |
| YTD | -9.2% | +65.9% | -75.1% | -15.2% |
| 1Y | -26.5% | +26.5% | -53.0% | -29.5% |
| 3Y | +39.0% | -54.2% | +93.2% | +45.7% |
| 5Y | +40.4% | -80.5% | +120.8% | +58.7% |
| 10Y | +303.7% | +109.6% | +194.1% | +214.8% |
| All | +488.1% | +318.5% | +169.7% | +309.3% |
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