+284.8%
TPR vs FIVN
+253.7%
+31.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -17.6% | +16.6% | +1.3% |
| 7D | +14.2% | -22.6% | +36.8% | +17.7% |
| 30D | +17.1% | -16.8% | +33.8% | +19.3% |
| 3M | -17.7% | -0.9% | -16.8% | -19.0% |
| 6M | -10.2% | +28.4% | -38.6% | -15.4% |
| YTD | +4.9% | +40.2% | -35.3% | -4.3% |
| 1Y | +36.1% | +30.5% | +5.6% | +25.4% |
| 3Y | +416.5% | -56.2% | +472.7% | +443.1% |
| 5Y | +254.8% | -81.0% | +335.8% | +299.7% |
| 10Y | +391.7% | +105.3% | +286.5% | +340.0% |
| All | +284.8% | +253.7% | +31.0% | +218.4% |
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