+104.9%
TYL vs FIVN
+103.9%
+1.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -6.1% | +1.7% | -2.9% |
| 7D | -7.6% | -8.2% | +0.6% | -5.5% |
| 30D | +11.3% | -8.1% | +19.4% | +13.7% |
| 3M | +14.5% | +34.9% | -20.4% | +4.9% |
| 6M | -7.1% | +72.6% | -79.8% | -21.5% |
| YTD | -23.4% | +55.8% | -79.1% | -33.9% |
| 1Y | -38.6% | +17.1% | -55.7% | -43.3% |
| 3Y | -11.3% | -54.3% | +43.0% | -0.6% |
| 5Y | -28.0% | -81.6% | +53.6% | -2.7% |
| 10Y | +104.9% | +109.2% | -4.3% | +59.0% |
| All | +104.9% | +103.9% | +1.0% | +59.0% |
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 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