+1,282.5%
TSEM vs FIVN
+118.5%
+1,164.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.4% |
| 7D | -4.9% | -7.8% | +3.0% | -3.5% |
| 30D | -18.7% | -1.7% | -17.0% | -18.8% |
| 3M | -18.1% | +47.2% | -65.3% | -24.8% |
| 6M | +77.1% | +82.7% | -5.6% | +52.9% |
| YTD | +80.1% | +52.9% | +27.2% | +59.3% |
| 1Y | +220.4% | +17.5% | +202.9% | +199.2% |
| 3Y | +650.1% | -55.8% | +705.9% | +714.8% |
| 5Y | +628.9% | -82.3% | +711.2% | +797.3% |
| All | +1,282.5% | +118.5% | +1,164.0% | +821.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling