+1,779.8%
TSM vs FIVN
+118.5%
+1,661.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.1% | +1.0% |
| 7D | +1.0% | -7.8% | +8.9% | +2.4% |
| 30D | +1.0% | -1.7% | +2.7% | +1.0% |
| 3M | +2.9% | +47.2% | -44.3% | -5.5% |
| 6M | +22.8% | +82.7% | -59.9% | +6.3% |
| YTD | +43.3% | +52.9% | -9.6% | +27.3% |
| 1Y | +69.2% | +17.5% | +51.7% | +57.9% |
| 3Y | +404.5% | -55.8% | +460.3% | +447.2% |
| 5Y | +282.2% | -82.3% | +364.5% | +371.8% |
| All | +1,779.8% | +118.5% | +1,661.2% | +1,335.4% |
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