+151.1%
TOST vs FIVN
-56.5%
+207.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.1% | +6.5% | +4.4% |
| 7D | 0.0% | -2.8% | +2.9% | +0.8% |
| 30D | +16.2% | -17.4% | +33.6% | +21.9% |
| 3M | -1.5% | -19.2% | +17.6% | +2.8% |
| 6M | +55.3% | +29.4% | +26.0% | +35.8% |
| YTD | -2.3% | +36.3% | -38.6% | -18.1% |
| 1Y | -5.5% | +33.5% | -39.0% | -20.3% |
| 3Y | +151.1% | -56.8% | +208.0% | +166.5% |
| All | +151.1% | -56.5% | +207.6% | +166.5% |
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