+118.0%
TXT vs FIVN
+243.6%
-125.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.5% |
| 7D | +0.1% | -2.8% | +3.0% | +0.4% |
| 30D | +13.3% | -17.4% | +30.8% | +15.2% |
| 3M | -5.0% | -19.2% | +14.2% | -3.5% |
| 6M | -8.4% | +29.4% | -37.8% | -12.3% |
| YTD | -4.0% | +36.3% | -40.2% | -9.8% |
| 1Y | +2.8% | +33.5% | -30.7% | -3.3% |
| 3Y | +10.3% | -56.8% | +67.1% | +14.7% |
| 5Y | +9.2% | -83.0% | +92.1% | +20.8% |
| 10Y | +89.6% | +87.3% | +2.3% | +59.9% |
| All | +118.0% | +243.6% | -125.7% | +77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling