+1,124.0%
TTMI vs FIVN
+118.5%
+1,005.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.4% | +2.0% | +3.1% |
| 7D | +0.7% | -7.8% | +8.5% | +2.1% |
| 30D | -8.4% | -1.7% | -6.7% | -8.4% |
| 3M | -32.5% | +47.2% | -79.7% | -38.6% |
| 6M | +32.5% | +82.7% | -50.2% | +12.5% |
| YTD | +83.2% | +52.9% | +30.3% | +60.3% |
| 1Y | +161.7% | +17.5% | +144.2% | +142.2% |
| 3Y | +890.1% | -55.8% | +946.0% | +977.0% |
| 5Y | +832.4% | -82.3% | +914.8% | +1,049.5% |
| All | +1,124.0% | +118.5% | +1,005.5% | +778.4% |
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