-1.4%
TXT vs FIVN
+20.3%
-21.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.4% | +0.9% | +2.3% |
| 7D | +2.5% | -7.8% | +10.3% | +2.4% |
| 30D | -8.9% | -1.7% | -7.1% | -8.9% |
| 3M | -13.6% | +47.2% | -60.8% | -13.2% |
| 6M | -13.1% | +82.7% | -95.8% | -13.2% |
| YTD | -7.0% | +52.9% | -59.9% | -6.0% |
| 1Y | -1.4% | +17.5% | -18.9% | +2.1% |
| All | -1.4% | +20.3% | -21.7% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling