+364.1%
TTD vs VEEV
+537.0%
-172.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -7.4% | -8.2% | +0.8% | -1.4% |
| 30D | +3.0% | +10.3% | -7.3% | -5.1% |
| 3M | -27.6% | +59.4% | -86.9% | -50.3% |
| 6M | -49.5% | +37.6% | -87.1% | -61.5% |
| YTD | -63.2% | +16.9% | -80.1% | -68.4% |
| 1Y | -69.7% | -5.0% | -64.8% | -70.1% |
| 3Y | -83.3% | +18.5% | -101.8% | -87.4% |
| 5Y | -80.8% | -13.8% | -67.0% | -81.3% |
| All | +364.1% | +537.0% | -172.9% | +38.5% |
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 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