+508.5%
TTD vs FIVN
+86.2%
+422.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.1% | +4.4% | +2.8% |
| 7D | +21.3% | -2.8% | +24.1% | +22.9% |
| 30D | +28.7% | -17.4% | +46.1% | +39.0% |
| 3M | +7.7% | -19.2% | +26.9% | +15.5% |
| 6M | -23.5% | +29.4% | -52.8% | -38.9% |
| YTD | -58.7% | +36.3% | -95.0% | -69.5% |
| 1Y | -63.4% | +33.5% | -96.9% | -72.8% |
| 3Y | -75.3% | -56.8% | -18.5% | -70.1% |
| 5Y | -84.4% | -83.0% | -1.4% | -68.8% |
| All | +508.5% | +86.2% | +422.2% | +364.2% |
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