+2,887.0%
TSM vs FIVN
+318.5%
+2,568.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.2% |
| 7D | +2.7% | -2.3% | +5.0% | +3.1% |
| 30D | +3.6% | +12.4% | -8.8% | +1.2% |
| 3M | -3.4% | +36.0% | -39.4% | -9.0% |
| 6M | +20.6% | +86.0% | -65.4% | +6.3% |
| YTD | +41.9% | +65.9% | -24.1% | +26.5% |
| 1Y | +84.4% | +26.5% | +57.9% | +71.7% |
| 3Y | +380.2% | -54.2% | +434.4% | +410.6% |
| 5Y | +275.3% | -80.5% | +355.8% | +336.6% |
| 10Y | +1,751.4% | +109.6% | +1,641.7% | +1,490.9% |
| All | +2,887.0% | +318.5% | +2,568.5% | +2,289.2% |
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