+75.7%
TFC vs VEEV
+656.9%
-581.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +2.3% | -0.7% | +3.0% | +2.4% |
| 30D | +10.8% | +1.4% | +9.4% | +10.5% |
| 3M | -3.8% | +19.4% | -23.1% | -6.9% |
| 6M | +9.6% | +93.6% | -84.0% | -2.9% |
| YTD | +5.8% | +35.1% | -29.3% | -0.6% |
| 1Y | +16.2% | +3.4% | +12.8% | +14.3% |
| 3Y | +96.0% | +81.4% | +14.6% | +71.6% |
| 5Y | +1.7% | -5.1% | +6.8% | -3.8% |
| All | +75.7% | +656.9% | -581.2% | +13.2% |
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