+355.0%
TYL vs FIVN
+318.5%
+36.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.4% | -1.6% | -3.5% |
| 7D | -3.7% | -2.3% | -1.4% | -3.2% |
| 30D | +18.7% | +12.4% | +6.3% | +15.0% |
| 3M | +18.1% | +36.0% | -17.9% | +9.2% |
| 6M | -1.1% | +86.0% | -87.1% | -16.1% |
| YTD | -19.8% | +65.9% | -85.7% | -30.5% |
| 1Y | -34.3% | +26.5% | -60.8% | -39.9% |
| 3Y | -8.2% | -54.2% | +46.0% | +1.0% |
| 5Y | -25.4% | -80.5% | +55.0% | -5.9% |
| 10Y | +115.6% | +109.6% | +5.9% | +79.0% |
| All | +355.0% | +318.5% | +36.5% | +249.8% |
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