-45.7%
TOST vs FIVN
-80.4%
+34.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.2% |
| 7D | -3.4% | -2.3% | -1.1% | -2.5% |
| 30D | -2.4% | +12.4% | -14.8% | -9.3% |
| 3M | +34.6% | +36.0% | -1.4% | +13.3% |
| 6M | +15.2% | +86.0% | -70.8% | -19.2% |
| YTD | -4.4% | +65.9% | -70.3% | -29.7% |
| 1Y | -17.4% | +26.5% | -43.9% | -31.2% |
| 3Y | +54.5% | -54.2% | +108.7% | +98.2% |
| All | -45.7% | -80.4% | +34.7% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling