+100.2%
TXT vs FIVN
+116.5%
-16.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.7% |
| 7D | +0.8% | -9.6% | +10.4% | +1.9% |
| 30D | -10.4% | -11.9% | +1.5% | -9.3% |
| 3M | -14.3% | +40.1% | -54.4% | -18.2% |
| 6M | -15.1% | +68.3% | -83.4% | -21.8% |
| YTD | -8.3% | +51.5% | -59.8% | -14.8% |
| 1Y | -0.7% | +15.1% | -15.8% | -4.6% |
| 3Y | +6.0% | -55.6% | +61.6% | +11.2% |
| 5Y | +12.5% | -82.4% | +95.0% | +26.2% |
| All | +100.2% | +116.5% | -16.2% | +58.3% |
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