+1,124.0%
TTMI vs VEEV
+556.2%
+567.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.8% | +3.2% |
| 7D | +0.7% | -4.6% | +5.3% | +1.6% |
| 30D | -8.4% | +8.6% | -17.1% | -10.3% |
| 3M | -32.5% | +62.4% | -94.9% | -40.1% |
| 6M | +32.5% | +40.3% | -7.8% | +20.4% |
| YTD | +83.2% | +17.5% | +65.7% | +73.2% |
| 1Y | +161.7% | -6.1% | +167.8% | +162.8% |
| 3Y | +890.1% | +16.7% | +873.5% | +814.6% |
| 5Y | +832.4% | -13.3% | +845.8% | +801.8% |
| All | +1,124.0% | +556.2% | +567.8% | +557.9% |
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