-22.4%
TYL vs FIVN
-81.1%
+58.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -17.6% | +15.4% | +2.1% |
| 7D | +6.7% | -22.6% | +29.3% | +13.2% |
| 30D | +26.5% | -16.8% | +43.3% | +31.2% |
| 3M | +37.3% | -0.9% | +38.2% | +34.5% |
| 6M | +31.2% | +28.4% | +2.8% | +19.6% |
| YTD | -7.4% | +40.2% | -47.6% | -19.2% |
| 1Y | -9.6% | +30.5% | -40.1% | -20.0% |
| 3Y | +1.9% | -56.2% | +58.1% | +15.4% |
| All | -22.4% | -81.1% | +58.8% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling