-84.0%
TTD vs FIVN
-55.7%
-28.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.3% |
| 7D | -4.6% | -9.6% | +5.0% | -2.0% |
| 30D | +3.7% | -11.9% | +15.6% | +7.0% |
| 3M | -30.2% | +40.1% | -70.3% | -38.5% |
| 6M | -51.4% | +68.3% | -119.7% | -60.1% |
| YTD | -63.4% | +51.5% | -114.9% | -69.3% |
| 1Y | -73.5% | +15.1% | -88.6% | -76.0% |
| All | -84.0% | -55.7% | -28.3% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling