+736.3%
TT vs FIVN
+86.2%
+650.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.2% |
| 7D | +4.0% | -2.8% | +6.9% | +4.3% |
| 30D | -11.3% | -17.4% | +6.1% | -10.1% |
| 3M | -12.3% | -19.2% | +6.9% | -11.2% |
| 6M | -10.8% | +29.4% | -40.2% | -14.5% |
| YTD | +8.2% | +36.3% | -28.1% | +1.9% |
| 1Y | +1.5% | +33.5% | -32.0% | -4.3% |
| 3Y | +91.5% | -56.8% | +148.3% | +100.1% |
| 5Y | +130.2% | -83.0% | +213.2% | +157.0% |
| All | +736.3% | +86.2% | +650.1% | +584.2% |
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 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