-20.8%
TSLL vs VEEV
-5.1%
-15.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.7% | +11.6% | +8.5% |
| 7D | +5.8% | -5.2% | +10.9% | +6.8% |
| 30D | +21.7% | +14.9% | +6.8% | +20.4% |
| 3M | -28.2% | +58.4% | -86.6% | -30.6% |
| 6M | -29.5% | +35.5% | -64.9% | -30.5% |
| YTD | -47.5% | +18.6% | -66.2% | -47.3% |
| 1Y | -20.8% | -6.3% | -14.4% | -12.3% |
| All | -20.8% | -5.1% | -15.7% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling