+476.5%
TSEM vs VEEV
+80.8%
+395.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.3% | -6.7% | -7.0% |
| 7D | +7.0% | -0.7% | +7.7% | +6.9% |
| 30D | -29.8% | +1.4% | -31.2% | -29.7% |
| 3M | -41.9% | +19.4% | -61.3% | -41.5% |
| 6M | -45.8% | +93.6% | -139.4% | -45.9% |
| YTD | +25.1% | +35.1% | -10.0% | +33.0% |
| 1Y | +48.2% | +3.4% | +44.9% | +67.7% |
| 3Y | +476.5% | +81.4% | +395.1% | +428.1% |
| All | +476.5% | +80.8% | +395.6% | +428.1% |
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