+637.8%
TSEM vs VEEV
+18.3%
+619.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | +0.9% | -8.2% | +9.2% | +0.8% |
| 30D | -16.6% | +10.3% | -26.9% | -16.6% |
| 3M | -10.9% | +59.4% | -70.3% | -11.6% |
| 6M | +78.0% | +37.6% | +40.4% | +80.3% |
| YTD | +77.2% | +16.9% | +60.3% | +85.3% |
| 1Y | +207.6% | -5.0% | +212.5% | +237.1% |
| All | +637.8% | +18.3% | +619.5% | +638.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling