+601.8%
VEEV vs TCOM
+38.2%
+563.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.9% |
| 7D | -7.1% | -10.2% | +3.1% | -5.1% |
| 30D | +11.1% | -16.8% | +28.0% | +15.2% |
| 3M | +55.5% | -16.7% | +72.2% | +60.8% |
| 6M | +33.4% | -27.1% | +60.4% | +41.6% |
| YTD | +16.8% | -45.5% | +62.3% | +31.1% |
| 1Y | -7.7% | -45.9% | +38.1% | +3.5% |
| 3Y | +18.4% | +9.8% | +8.6% | +9.8% |
| 5Y | -14.8% | +23.8% | -38.6% | -27.7% |
| 10Y | +546.5% | -10.8% | +557.3% | +450.4% |
| All | +601.8% | +38.2% | +563.7% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling