-19.7%
TSCO vs FIVN
-55.2%
+35.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.6% |
| 7D | -5.7% | -7.8% | +2.2% | -5.0% |
| 30D | -8.8% | -1.7% | -7.0% | -8.7% |
| 3M | +6.3% | +47.2% | -40.9% | +2.2% |
| 6M | -32.3% | +82.7% | -115.0% | -36.8% |
| YTD | -32.7% | +52.9% | -85.6% | -36.1% |
| 1Y | -43.7% | +17.5% | -61.1% | -44.7% |
| 3Y | -19.7% | -55.8% | +36.2% | -14.4% |
| All | -19.7% | -55.2% | +35.6% | -14.4% |
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 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