+1,218.4%
TT vs VEEV
+704.1%
+514.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | -11.8% | +3.2% | -15.0% | -12.3% |
| 3M | -11.6% | +30.2% | -41.8% | -15.4% |
| 6M | -9.3% | +83.7% | -93.0% | -18.2% |
| YTD | +8.9% | +36.9% | -28.0% | +2.3% |
| 1Y | -2.2% | +3.3% | -5.6% | -3.7% |
| 3Y | +91.9% | +85.1% | +6.8% | +67.9% |
| 5Y | +136.0% | -2.6% | +138.6% | +123.5% |
| 10Y | +734.7% | +676.7% | +58.0% | +448.2% |
| All | +1,218.4% | +704.1% | +514.4% | +720.4% |
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