+95.3%
TFC vs VEEV
+552.6%
-457.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | -2.5% | -8.2% | +5.7% | -1.1% |
| 30D | -2.8% | +10.3% | -13.1% | -4.7% |
| 3M | +2.1% | +59.4% | -57.2% | -6.2% |
| 6M | +10.1% | +37.6% | -27.5% | +3.2% |
| YTD | +5.4% | +16.9% | -11.5% | +1.5% |
| 1Y | +16.3% | -5.0% | +21.3% | +15.9% |
| 3Y | +95.9% | +18.5% | +77.4% | +84.3% |
| 5Y | +16.0% | -13.8% | +29.8% | +11.6% |
| All | +95.3% | +552.6% | -457.3% | +21.0% |
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