-97.1%
TSLQ vs FIVN
-66.8%
-30.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.2% |
| 7D | +5.7% | -11.3% | +17.0% | -0.5% |
| 30D | -21.1% | -7.3% | -13.8% | -23.1% |
| 3M | -11.5% | +41.7% | -53.2% | +9.3% |
| 6M | -14.9% | +78.3% | -93.2% | +23.3% |
| YTD | +2.4% | +50.9% | -48.4% | +37.8% |
| 1Y | -49.8% | +19.7% | -69.4% | -38.9% |
| 3Y | -95.8% | -55.7% | -40.1% | -95.3% |
| All | -97.1% | -66.8% | -30.3% | -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 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