-12.2%
VEEV vs TCOM
+29.4%
-41.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -4.6% | -4.9% | +0.3% | -3.7% |
| 30D | +8.6% | -14.4% | +23.0% | +11.8% |
| 3M | +62.4% | -17.7% | +80.1% | +67.9% |
| 6M | +40.3% | -25.1% | +65.4% | +47.5% |
| YTD | +17.5% | -45.7% | +63.3% | +30.7% |
| 1Y | -6.1% | -47.9% | +41.7% | +5.1% |
| 3Y | +16.7% | +8.9% | +7.7% | +7.8% |
| All | -12.2% | +29.4% | -41.6% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 5y: compounded portfolio wealth divided by compounded TCOM 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…
5y analysis · Full analysis span regression · 6 months rolling