+278.9%
TSM vs FIVN
-82.8%
+361.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +4.1% |
| 7D | +4.4% | -22.8% | +27.2% | +8.1% |
| 30D | -7.0% | -21.3% | +14.3% | -4.1% |
| 3M | -1.8% | -14.0% | +12.2% | -0.7% |
| 6M | +2.7% | +31.1% | -28.4% | -4.3% |
| YTD | +37.1% | +40.0% | -2.9% | +23.5% |
| 1Y | +43.5% | +38.1% | +5.4% | +29.3% |
| 3Y | +341.5% | -55.7% | +397.2% | +376.5% |
| 5Y | +278.9% | -82.5% | +361.4% | +348.5% |
| All | +278.9% | -82.8% | +361.7% | +348.5% |
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