+0.5%
TFC vs VEEV
-4.4%
+4.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | +0.1% | -2.5% | +2.6% | +0.5% |
| 30D | +8.6% | +0.3% | +8.4% | +8.5% |
| 3M | -4.3% | +25.2% | -29.6% | -8.5% |
| 6M | +5.4% | +89.7% | -84.3% | -7.2% |
| YTD | +4.5% | +35.5% | -31.0% | -2.1% |
| 1Y | +14.0% | +1.8% | +12.2% | +13.4% |
| 3Y | +93.4% | +83.2% | +10.2% | +64.9% |
| 5Y | +0.5% | -4.8% | +5.3% | -6.6% |
| All | +0.5% | -4.4% | +4.9% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling