+736.3%
TT vs VEEV
+656.9%
+79.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +4.0% | -0.7% | +4.8% | +4.2% |
| 30D | -11.3% | +1.4% | -12.7% | -11.6% |
| 3M | -12.3% | +19.4% | -31.6% | -15.0% |
| 6M | -10.8% | +93.6% | -104.5% | -20.6% |
| YTD | +8.2% | +35.1% | -26.9% | +1.9% |
| 1Y | +1.5% | +3.4% | -1.9% | +0.4% |
| 3Y | +91.5% | +81.4% | +10.1% | +66.8% |
| 5Y | +130.2% | -5.1% | +135.3% | +118.1% |
| All | +736.3% | +656.9% | +79.4% | +435.3% |
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 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