-45.4%
TOST vs FIVN
-83.5%
+38.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | -3.6% | -22.8% | +19.2% | +6.7% |
| 30D | +8.9% | -21.3% | +30.2% | +18.9% |
| 3M | -2.2% | -14.0% | +11.7% | +0.6% |
| 6M | +41.0% | +31.1% | +9.9% | +16.3% |
| YTD | -4.0% | +40.0% | -44.0% | -26.3% |
| 1Y | -9.6% | +38.1% | -47.7% | -30.3% |
| 3Y | +141.7% | -55.7% | +197.3% | +199.4% |
| 5Y | -29.5% | -82.5% | +53.0% | +54.5% |
| All | -45.4% | -83.5% | +38.0% | +25.4% |
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