+476.5%
TSEM vs FIVN
-56.5%
+533.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -3.1% | -3.9% | -6.4% |
| 7D | +7.0% | -2.8% | +9.8% | +7.6% |
| 30D | -29.8% | -17.4% | -12.4% | -27.8% |
| 3M | -41.9% | -19.2% | -22.8% | -40.3% |
| 6M | -45.8% | +29.4% | -75.1% | -49.4% |
| YTD | +25.1% | +36.3% | -11.2% | +12.7% |
| 1Y | +48.2% | +33.5% | +14.8% | +34.2% |
| 3Y | +476.5% | -56.8% | +533.3% | +566.1% |
| All | +476.5% | -56.5% | +533.0% | +566.1% |
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