+1.9%
TYL vs FIVN
-55.4%
+57.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.6% | +15.4% | +1.1% |
| 7D | +6.7% | -22.6% | +29.3% | +11.6% |
| 30D | +26.5% | -16.8% | +43.3% | +30.0% |
| 3M | +37.3% | -0.9% | +38.2% | +35.2% |
| 6M | +31.2% | +28.4% | +2.8% | +22.5% |
| YTD | -7.4% | +40.2% | -47.6% | -16.1% |
| 1Y | -9.6% | +30.5% | -40.1% | -17.3% |
| 3Y | +1.9% | -56.2% | +58.1% | +8.1% |
| All | +1.9% | -55.4% | +57.3% | +8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling