+621.7%
TSEM vs FIVN
-82.2%
+703.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.5% |
| 7D | -4.9% | -7.8% | +3.0% | -3.8% |
| 30D | -18.7% | -1.7% | -17.0% | -18.8% |
| 3M | -18.1% | +47.2% | -65.3% | -23.8% |
| 6M | +77.1% | +82.7% | -5.6% | +55.8% |
| YTD | +80.1% | +52.9% | +27.2% | +62.3% |
| 1Y | +220.4% | +17.5% | +202.9% | +204.5% |
| 3Y | +650.1% | -55.8% | +705.9% | +700.0% |
| All | +621.7% | -82.2% | +703.9% | +777.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling