+12.5%
TXT vs FIVN
-82.0%
+94.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.2% | +0.8% |
| 7D | +0.8% | -9.6% | +10.4% | +2.0% |
| 30D | -10.4% | -11.9% | +1.5% | -9.2% |
| 3M | -14.3% | +40.1% | -54.4% | -18.6% |
| 6M | -15.1% | +68.3% | -83.4% | -22.5% |
| YTD | -8.3% | +51.5% | -59.8% | -15.5% |
| 1Y | -0.7% | +15.1% | -15.8% | -4.6% |
| 3Y | +6.0% | -55.6% | +61.6% | +13.0% |
| 5Y | +12.5% | -82.4% | +95.0% | +28.2% |
| All | +12.5% | -82.0% | +94.6% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling