+8.8%
TLT vs VEEV
+693.5%
-684.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.1% | -0.7% | -2.4% | -3.1% |
| 30D | +1.0% | +1.4% | -0.4% | +1.1% |
| 3M | -2.7% | +19.4% | -22.1% | -2.5% |
| 6M | -4.1% | +93.6% | -97.8% | -3.4% |
| YTD | -5.4% | +35.1% | -40.4% | -5.0% |
| 1Y | -7.0% | +3.4% | -10.4% | -7.0% |
| 3Y | +2.8% | +81.4% | -78.5% | +4.0% |
| 5Y | -35.4% | -5.1% | -30.3% | -36.0% |
| 10Y | -13.1% | +661.2% | -674.4% | -2.9% |
| All | +8.8% | +693.5% | -684.7% | +23.8% |
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