-97.2%
TSLQ vs FIVN
-66.4%
-30.8%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.3% |
| 7D | -6.6% | -7.8% | +1.2% | -10.5% |
| 30D | -24.3% | -1.7% | -22.6% | -24.2% |
| 3M | -3.6% | +47.2% | -50.8% | +21.6% |
| 6M | -12.0% | +82.7% | -94.7% | +29.3% |
| YTD | +1.4% | +52.9% | -51.5% | +37.3% |
| 1Y | -43.6% | +17.5% | -61.0% | -32.3% |
| 3Y | -95.4% | -55.8% | -39.6% | -94.8% |
| All | -97.2% | -66.4% | -30.8% | -96.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling