+45.9%
TEM vs VEEV
+40.9%
+5.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.2% | -4.2% |
| 7D | -9.2% | -8.2% | -0.9% | -3.3% |
| 30D | +5.5% | +10.3% | -4.8% | -3.1% |
| 3M | +18.7% | +59.4% | -40.7% | -19.7% |
| 6M | +15.4% | +37.6% | -22.2% | -12.1% |
| YTD | -0.5% | +16.9% | -17.4% | -12.9% |
| 1Y | -24.8% | -5.0% | -19.9% | -22.0% |
| All | +45.9% | +40.9% | +5.0% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling