+53.2%
TRMB vs FIVN
+292.8%
-239.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.1% | +5.0% | +0.1% |
| 7D | -0.3% | -8.2% | +8.0% | +1.5% |
| 30D | -1.2% | -8.1% | +6.9% | +0.4% |
| 3M | +9.6% | +34.9% | -25.3% | +1.9% |
| 6M | -16.1% | +72.6% | -88.8% | -26.8% |
| YTD | -25.0% | +55.8% | -80.7% | -33.4% |
| 1Y | -27.7% | +17.1% | -44.8% | -32.2% |
| 3Y | +15.3% | -54.3% | +69.6% | +25.0% |
| 5Y | -37.4% | -81.6% | +44.1% | -23.9% |
| 10Y | +117.5% | +109.2% | +8.3% | +84.1% |
| All | +53.2% | +292.8% | -239.7% | +19.2% |
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