+1,231.0%
TT vs VEEV
+702.0%
+529.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.0% |
| 7D | +3.5% | -1.9% | +5.4% | +3.8% |
| 30D | -11.0% | +3.0% | -14.1% | -11.5% |
| 3M | -12.0% | +28.8% | -40.8% | -15.7% |
| 6M | -10.4% | +91.3% | -101.7% | -19.8% |
| YTD | +9.9% | +36.5% | -26.6% | +3.3% |
| 1Y | +1.5% | +1.9% | -0.4% | +0.2% |
| 3Y | +93.7% | +84.6% | +9.1% | +69.6% |
| 5Y | +139.2% | -2.6% | +141.8% | +126.6% |
| 10Y | +741.5% | +669.4% | +72.1% | +453.3% |
| All | +1,231.0% | +702.0% | +529.0% | +728.5% |
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