-44.5%
TOST vs FIVN
-83.5%
+38.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -17.6% | +16.2% | +6.2% |
| 7D | +9.4% | -22.6% | +32.1% | +21.0% |
| 30D | +13.5% | -16.8% | +30.2% | +20.9% |
| 3M | -0.1% | -0.9% | +0.7% | -4.9% |
| 6M | +22.5% | +28.4% | -5.9% | +2.2% |
| YTD | -2.4% | +40.2% | -42.6% | -25.0% |
| 1Y | -4.7% | +30.5% | -35.2% | -24.6% |
| 3Y | +103.2% | -56.2% | +159.5% | +154.5% |
| 5Y | -41.2% | -81.0% | +39.8% | +25.0% |
| All | -44.5% | -83.5% | +38.9% | +27.5% |
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