-55.4%
TSLL vs VEEV
+23.3%
-78.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.3% | -8.6% | -10.2% |
| 7D | +1.9% | -0.6% | +2.5% | +2.6% |
| 30D | +17.8% | +28.8% | -11.1% | +4.3% |
| 3M | -37.0% | +54.0% | -91.0% | -49.4% |
| 6M | -37.7% | +46.0% | -83.6% | -49.5% |
| YTD | -51.4% | +23.2% | -74.6% | -56.9% |
| 1Y | -23.4% | +1.9% | -25.2% | -24.8% |
| 3Y | -30.8% | +27.0% | -57.8% | -42.8% |
| All | -55.4% | +23.3% | -78.8% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling