+5.8%
VEEV vs TMF
-23.9%
+29.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | 0.0% | +2.2% |
| 7D | -2.3% | +4.0% | -6.2% | -2.7% |
| 30D | +9.6% | +19.5% | -9.9% | +7.5% |
| 3M | +46.6% | -3.5% | +50.2% | +46.8% |
| 6M | +82.5% | -10.6% | +93.1% | +83.5% |
| YTD | +39.2% | -17.1% | +56.2% | +41.2% |
| 1Y | +5.8% | -24.3% | +30.1% | +4.3% |
| All | +5.8% | -23.9% | +29.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling