-95.4%
TSLQ vs FIVN
-55.8%
-39.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.1% |
| 7D | +5.7% | -11.3% | +17.0% | -1.3% |
| 30D | -21.1% | -7.3% | -13.8% | -23.4% |
| 3M | -11.5% | +41.7% | -53.2% | +12.3% |
| 6M | -14.9% | +78.3% | -93.2% | +29.9% |
| YTD | +2.4% | +50.9% | -48.4% | +41.4% |
| 1Y | -49.8% | +19.7% | -69.4% | -39.5% |
| All | -95.4% | -55.8% | -39.5% | -94.3% |
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