-52.1%
TSLL vs VEEV
+37.4%
-89.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.9% | +10.0% | +10.5% |
| 7D | -14.3% | -0.2% | -14.1% | -14.3% |
| 30D | -6.2% | +3.5% | -9.6% | -8.1% |
| 3M | +21.2% | +32.9% | -11.8% | +4.8% |
| 6M | -36.6% | +84.2% | -120.8% | -54.7% |
| YTD | -47.8% | +37.3% | -85.0% | -56.4% |
| 1Y | -45.2% | +3.9% | -49.1% | -46.2% |
| 3Y | -3.3% | +83.9% | -87.2% | -37.0% |
| All | -52.1% | +37.4% | -89.5% | -67.1% |
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 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