+46.6%
TEM vs VEEV
+41.7%
+4.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.1% |
| 7D | -8.7% | -4.6% | -4.1% | -5.5% |
| 30D | +8.1% | +8.6% | -0.6% | +0.5% |
| 3M | +19.0% | +62.4% | -43.4% | -20.7% |
| 6M | +12.0% | +40.3% | -28.2% | -16.0% |
| YTD | -0.1% | +17.5% | -17.6% | -12.8% |
| 1Y | -33.5% | -6.1% | -27.4% | -30.1% |
| All | +46.6% | +41.7% | +4.9% | -12.9% |
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