-97.2%
TSLQ vs FIVN
-65.8%
-31.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -6.1% | -1.8% | -11.0% |
| 7D | -8.6% | -8.2% | -0.3% | -12.4% |
| 30D | -24.9% | -8.1% | -16.8% | -27.1% |
| 3M | -1.5% | +34.9% | -36.4% | +19.0% |
| 6M | -18.1% | +72.6% | -90.7% | +16.3% |
| YTD | -0.1% | +55.8% | -55.9% | +36.5% |
| 1Y | -51.4% | +17.1% | -68.5% | -41.7% |
| 3Y | -95.9% | -54.3% | -41.6% | -95.3% |
| All | -97.2% | -65.8% | -31.5% | -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 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