+197.9%
TW vs FIVN
-40.2%
+238.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.1% | +3.1% | -2.2% |
| 7D | -3.5% | -8.2% | +4.8% | -2.4% |
| 30D | +0.5% | -8.1% | +8.6% | +1.5% |
| 3M | +4.9% | +34.9% | -30.0% | -0.3% |
| 6M | -17.1% | +72.6% | -89.7% | -24.9% |
| YTD | -3.9% | +55.8% | -59.6% | -12.0% |
| 1Y | -13.3% | +17.1% | -30.4% | -17.4% |
| 3Y | +20.9% | -54.3% | +75.2% | +29.8% |
| 5Y | +20.5% | -81.6% | +102.1% | +47.6% |
| All | +197.9% | -40.2% | +238.1% | +167.2% |
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