+292.9%
TPR vs FIVN
+249.1%
+43.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.5% | +0.2% |
| 7D | +12.1% | -22.4% | +34.5% | +15.5% |
| 30D | +16.7% | -23.8% | +40.4% | +20.3% |
| 3M | -17.4% | -19.5% | +2.1% | -16.0% |
| 6M | +2.3% | +25.6% | -23.3% | -3.4% |
| YTD | +7.1% | +38.4% | -31.3% | -2.1% |
| 1Y | +29.5% | +33.7% | -4.2% | +18.9% |
| 3Y | +415.0% | -56.2% | +471.2% | +441.6% |
| 5Y | +261.5% | -82.9% | +344.4% | +312.0% |
| 10Y | +383.3% | +103.6% | +279.7% | +333.1% |
| All | +292.9% | +249.1% | +43.9% | +225.7% |
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