+103.2%
TOST vs FIVN
-55.4%
+158.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -17.6% | +16.2% | +4.1% |
| 7D | +9.4% | -22.6% | +32.1% | +17.8% |
| 30D | +13.5% | -16.8% | +30.2% | +18.9% |
| 3M | -0.1% | -0.9% | +0.7% | -3.4% |
| 6M | +22.5% | +28.4% | -5.9% | +7.4% |
| YTD | -2.4% | +40.2% | -42.6% | -19.0% |
| 1Y | -4.7% | +30.5% | -35.2% | -19.2% |
| 3Y | +103.2% | -56.2% | +159.5% | +107.2% |
| All | +103.2% | -55.4% | +158.6% | +107.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling