-17.2%
TSLQ vs FIVN
+76.2%
-93.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.1% | -1.8% | -9.4% |
| 7D | -8.6% | -8.2% | -0.3% | -10.4% |
| 30D | -24.9% | -8.1% | -16.8% | -25.8% |
| 3M | -1.5% | +34.9% | -36.4% | +5.9% |
| All | -17.2% | +76.2% | -93.5% | +3.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling