-44.4%
TOST vs FIVN
-83.0%
+38.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.9% |
| 7D | +4.0% | -19.3% | +23.3% | +13.0% |
| 30D | +11.1% | -20.7% | +31.7% | +21.0% |
| 3M | +0.8% | -15.1% | +15.9% | +4.5% |
| 6M | +38.8% | +30.6% | +8.2% | +14.9% |
| YTD | -2.1% | +44.0% | -46.1% | -25.7% |
| 1Y | -6.0% | +45.5% | -51.5% | -29.3% |
| 3Y | +149.8% | -52.8% | +202.6% | +199.3% |
| 5Y | -42.8% | -82.6% | +39.9% | +26.4% |
| All | -44.4% | -83.0% | +38.6% | +26.4% |
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