+1,282.5%
TSEM vs VEEV
+556.2%
+726.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.1% | +1.5% |
| 7D | -4.9% | -4.6% | -0.3% | -3.9% |
| 30D | -18.7% | +8.6% | -27.4% | -20.6% |
| 3M | -18.1% | +62.4% | -80.5% | -27.9% |
| 6M | +77.1% | +40.3% | +36.8% | +60.1% |
| YTD | +80.1% | +17.5% | +62.6% | +69.9% |
| 1Y | +220.4% | -6.1% | +226.5% | +221.1% |
| 3Y | +650.1% | +16.7% | +633.4% | +587.7% |
| 5Y | +628.9% | -13.3% | +642.2% | +610.6% |
| All | +1,282.5% | +556.2% | +726.3% | +495.8% |
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 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