+38.3%
TXG vs FIVN
-55.8%
+94.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +5.0% | -11.3% | +16.3% | +9.4% |
| 30D | +13.5% | -7.3% | +20.8% | +16.0% |
| 3M | +128.0% | +41.7% | +86.3% | +97.1% |
| 6M | +224.4% | +78.3% | +146.2% | +145.8% |
| YTD | +307.0% | +50.9% | +256.1% | +227.1% |
| 1Y | +427.2% | +19.7% | +407.6% | +368.4% |
| All | +38.3% | -55.8% | +94.1% | +78.7% |
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