+146.6%
TFC vs VEEV
+623.9%
-477.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.3% | +0.6% |
| 7D | +2.4% | -0.6% | +3.0% | +2.5% |
| 30D | -1.3% | +28.8% | -30.1% | -5.3% |
| 3M | +6.1% | +54.0% | -48.0% | -1.3% |
| 6M | +7.3% | +46.0% | -38.6% | +0.3% |
| YTD | +8.2% | +23.2% | -15.0% | +3.7% |
| 1Y | +14.4% | +1.9% | +12.6% | +12.7% |
| 3Y | +93.7% | +27.0% | +66.7% | +81.6% |
| 5Y | +16.4% | -13.4% | +29.8% | +12.5% |
| 10Y | +101.6% | +575.2% | -473.7% | +40.9% |
| All | +146.6% | +623.9% | -477.3% | +62.2% |
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 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