+537.0%
TDG vs VEEV
+556.2%
-19.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.6% | +1.1% |
| 7D | -1.9% | -4.6% | +2.7% | -0.8% |
| 30D | -7.7% | +8.6% | -16.4% | -9.8% |
| 3M | -9.3% | +62.4% | -71.8% | -19.6% |
| 6M | -9.4% | +40.3% | -49.6% | -17.4% |
| YTD | -14.3% | +17.5% | -31.8% | -18.7% |
| 1Y | -11.8% | -6.1% | -5.7% | -12.1% |
| 3Y | +52.0% | +16.7% | +35.3% | +40.0% |
| 5Y | +128.8% | -13.3% | +142.2% | +119.2% |
| All | +537.0% | +556.2% | -19.2% | +222.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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