+76.5%
TNA vs FIVN
+118.5%
-42.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.4% |
| 7D | -7.3% | -7.8% | +0.6% | -3.2% |
| 30D | -14.2% | -1.7% | -12.4% | -14.0% |
| 3M | -4.6% | +47.2% | -51.8% | -26.0% |
| 6M | +36.9% | +82.7% | -45.8% | -12.5% |
| YTD | +42.5% | +52.9% | -10.4% | -1.3% |
| 1Y | +45.8% | +17.5% | +28.3% | +17.8% |
| 3Y | +104.7% | -55.8% | +160.5% | +181.9% |
| 5Y | -21.7% | -82.3% | +60.6% | +66.3% |
| All | +76.5% | +118.5% | -42.0% | +12.2% |
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 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