+60.5%
TEM vs VEEV
+48.6%
+12.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +2.3% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | +38.4% | +28.8% | +9.5% | +13.5% |
| 3M | +23.7% | +54.0% | -30.4% | -13.4% |
| 6M | +26.0% | +46.0% | -20.0% | -8.1% |
| YTD | +9.4% | +23.2% | -13.8% | -7.7% |
| 1Y | -17.3% | +1.9% | -19.1% | -18.9% |
| All | +60.5% | +48.6% | +12.0% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling