-55.4%
TSLL vs FIVN
-71.1%
+15.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.4% | -10.5% |
| 7D | +1.9% | -2.3% | +4.2% | +3.6% |
| 30D | +17.8% | +12.4% | +5.4% | +9.6% |
| 3M | -37.0% | +36.0% | -73.0% | -47.8% |
| 6M | -37.7% | +86.0% | -123.6% | -60.0% |
| YTD | -51.4% | +65.9% | -117.3% | -67.3% |
| 1Y | -23.4% | +26.5% | -49.9% | -38.1% |
| 3Y | -30.8% | -54.2% | +23.4% | -10.0% |
| All | -55.4% | -71.1% | +15.6% | -28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling