-56.8%
TSLL vs FIVN
-75.5%
+18.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -17.6% | +26.3% | +17.8% |
| 7D | -21.2% | -22.6% | +1.4% | -11.0% |
| 30D | -13.3% | -16.8% | +3.5% | -6.4% |
| 3M | +15.4% | -0.9% | +16.3% | +10.6% |
| 6M | -34.2% | +28.4% | -62.6% | -47.3% |
| YTD | -52.9% | +40.2% | -93.2% | -66.6% |
| 1Y | -54.3% | +30.5% | -84.9% | -66.2% |
| 3Y | -18.4% | -56.2% | +37.9% | +5.9% |
| All | -56.8% | -75.5% | +18.7% | -27.1% |
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 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