+30.0%
TXG vs FIVN
-45.5%
+75.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.4% | +2.0% | +2.7% |
| 7D | +9.5% | -7.8% | +17.3% | +13.4% |
| 30D | +18.8% | -1.7% | +20.5% | +18.8% |
| 3M | +136.1% | +47.2% | +88.9% | +91.2% |
| 6M | +235.2% | +82.7% | +152.5% | +131.3% |
| YTD | +320.5% | +52.9% | +267.6% | +211.4% |
| 1Y | +425.2% | +17.5% | +407.7% | +341.3% |
| 3Y | +42.9% | -55.8% | +98.7% | +88.0% |
| 5Y | -62.8% | -82.3% | +19.5% | -27.9% |
| All | +30.0% | -45.5% | +75.5% | +63.1% |
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 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