+285.0%
TSM vs FIVN
-82.0%
+367.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.4% |
| 7D | +4.8% | -9.6% | +14.4% | +6.3% |
| 30D | +4.0% | -11.9% | +16.0% | +5.8% |
| 3M | +2.0% | +40.1% | -38.1% | -4.7% |
| 6M | +25.5% | +68.3% | -42.9% | +11.6% |
| YTD | +44.0% | +51.5% | -7.5% | +29.6% |
| 1Y | +75.4% | +15.1% | +60.3% | +66.2% |
| 3Y | +406.7% | -55.6% | +462.3% | +451.2% |
| 5Y | +285.0% | -82.4% | +367.4% | +355.0% |
| All | +285.0% | -82.0% | +367.0% | +355.0% |
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