+98.5%
TXT vs FIVN
+115.6%
-17.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.2% | -11.3% | +11.1% | +1.1% |
| 30D | -10.2% | -7.3% | -2.9% | -9.6% |
| 3M | -13.3% | +41.7% | -54.9% | -17.3% |
| 6M | -14.4% | +78.3% | -92.6% | -21.7% |
| YTD | -9.1% | +50.9% | -60.0% | -15.5% |
| 1Y | -2.2% | +19.7% | -21.8% | -6.5% |
| 3Y | +5.1% | -55.7% | +60.8% | +10.3% |
| 5Y | +12.8% | -82.6% | +95.4% | +26.6% |
| All | +98.5% | +115.6% | -17.1% | +57.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling