+546.5%
VEEV vs TMF
-86.2%
+632.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.5% |
| 7D | -7.1% | -0.9% | -6.2% | -7.1% |
| 30D | +11.1% | -1.0% | +12.1% | +11.1% |
| 3M | +55.5% | -11.3% | +66.8% | +55.6% |
| 6M | +33.4% | -22.7% | +56.1% | +33.5% |
| YTD | +16.8% | -17.3% | +34.2% | +16.9% |
| 1Y | -7.7% | -22.5% | +14.7% | -7.7% |
| 3Y | +18.4% | -43.2% | +61.6% | +17.9% |
| 5Y | -14.8% | -88.3% | +73.5% | -24.9% |
| 10Y | +546.5% | -86.0% | +632.5% | +578.8% |
| All | +546.5% | -86.2% | +632.7% | +578.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling