+106.0%
TXT vs FIVN
+318.5%
-212.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | -0.1% |
| 7D | -4.8% | -2.3% | -2.5% | -4.6% |
| 30D | -10.6% | +12.4% | -23.0% | -12.0% |
| 3M | -13.2% | +36.0% | -49.2% | -16.5% |
| 6M | -20.3% | +86.0% | -106.3% | -26.8% |
| YTD | -9.3% | +65.9% | -75.2% | -15.9% |
| 1Y | -2.7% | +26.5% | -29.2% | -7.2% |
| 3Y | +1.4% | -54.2% | +55.6% | +5.4% |
| 5Y | +9.6% | -80.5% | +90.0% | +19.9% |
| 10Y | +94.9% | +109.6% | -14.7% | +62.9% |
| All | +106.0% | +318.5% | -212.5% | +65.0% |
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 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