+253.9%
TPR vs FIVN
+318.5%
-64.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | -2.3% | -2.3% | 0.0% | -2.0% |
| 30D | -23.0% | +12.4% | -35.4% | -24.7% |
| 3M | -12.5% | +36.0% | -48.5% | -17.2% |
| 6M | -21.4% | +86.0% | -107.4% | -30.1% |
| YTD | -3.5% | +65.9% | -69.4% | -13.1% |
| 1Y | +17.4% | +26.5% | -9.1% | +9.9% |
| 3Y | +291.3% | -54.2% | +345.5% | +312.5% |
| 5Y | +241.9% | -80.5% | +322.4% | +284.9% |
| 10Y | +322.7% | +109.6% | +213.0% | +275.8% |
| All | +253.9% | +318.5% | -64.6% | +188.8% |
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