+180.7%
TYL vs FIVN
+102.4%
+78.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.7% | +1.8% |
| 7D | +4.3% | -22.4% | +26.7% | +10.7% |
| 30D | +28.0% | -23.8% | +51.7% | +35.8% |
| 3M | +32.3% | -19.5% | +51.9% | +37.5% |
| 6M | +29.9% | +25.6% | +4.3% | +19.1% |
| YTD | -7.1% | +38.4% | -45.5% | -18.8% |
| 1Y | -9.2% | +33.7% | -42.9% | -20.2% |
| 3Y | +0.7% | -56.2% | +56.9% | +12.4% |
| 5Y | -21.1% | -82.9% | +61.9% | +8.0% |
| All | +180.7% | +102.4% | +78.3% | +109.3% |
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