+310.3%
TPR vs FIVN
-52.8%
+363.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | -2.3% | -2.3% | 0.0% | -2.1% |
| 30D | -23.0% | +12.4% | -35.4% | -24.5% |
| 3M | -12.5% | +36.0% | -48.5% | -16.8% |
| 6M | -21.4% | +86.0% | -107.4% | -30.3% |
| YTD | -3.5% | +65.9% | -69.4% | -12.8% |
| 1Y | +17.4% | +26.5% | -9.1% | +12.2% |
| All | +310.3% | -52.8% | +363.1% | +329.6% |
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