+637.8%
TSEM vs FIVN
-55.8%
+693.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.9% |
| 7D | +0.9% | -11.3% | +12.2% | +2.8% |
| 30D | -16.6% | -7.3% | -9.3% | -15.9% |
| 3M | -10.9% | +41.7% | -52.6% | -17.3% |
| 6M | +78.0% | +78.3% | -0.2% | +53.1% |
| YTD | +77.2% | +50.9% | +26.3% | +57.4% |
| 1Y | +207.6% | +19.7% | +187.9% | +193.4% |
| All | +637.8% | -55.8% | +693.7% | +725.7% |
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 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