+957.3%
TT vs VEEV
+538.1%
+419.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.2% |
| 7D | +1.4% | -7.1% | +8.5% | +2.5% |
| 30D | -6.7% | +11.1% | -17.8% | -8.5% |
| 3M | -5.4% | +55.5% | -61.0% | -12.5% |
| 6M | +4.4% | +33.4% | -29.0% | -1.4% |
| YTD | +14.9% | +16.8% | -1.9% | +10.7% |
| 1Y | +9.3% | -7.7% | +17.0% | +9.8% |
| 3Y | +121.7% | +18.4% | +103.4% | +108.3% |
| 5Y | +148.2% | -14.8% | +163.0% | +139.1% |
| 10Y | +957.3% | +546.5% | +410.8% | +553.0% |
| All | +957.3% | +538.1% | +419.1% | +553.0% |
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