-18.4%
TSLL vs VEEV
+56.3%
-74.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.1% | +10.7% | +9.4% |
| 7D | -21.2% | -2.9% | -18.3% | -20.5% |
| 30D | -13.3% | +7.5% | -20.8% | -16.0% |
| 3M | +15.4% | +39.5% | -24.1% | +1.3% |
| 6M | -34.2% | +81.5% | -115.7% | -48.9% |
| YTD | -52.9% | +36.1% | -89.0% | -58.3% |
| 1Y | -54.3% | +4.3% | -58.6% | -53.7% |
| 3Y | -18.4% | +54.8% | -73.2% | -34.7% |
| All | -18.4% | +56.3% | -74.7% | -34.7% |
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